Summary
The STOXX Minimum Variance indices are designed to minimize risk by reducing the volatility of the underlying index. STOXX offers two versions of STOXX Minimum Variance indices: constrained and unconstrained.
The constrained version optimizes the benchmark index with respect to volatility, offering investors an improvement over the benchmark.
The unconstrained version provides a strategy index that is minimized for volatility but not restricted to follow a specific benchmark too closely.
The STOXX Minimum Variance indices are designed in cooperation with Axioma, combining Axioma´s factor model know-how with the STOXX`s index creation and calculation expertise. The indices are available for different regions and countries worldwide.
The constrained version optimizes the benchmark index with respect to volatility, offering investors an improvement over the benchmark.
The unconstrained version provides a strategy index that is minimized for volatility but not restricted to follow a specific benchmark too closely.
The STOXX Minimum Variance indices are designed in cooperation with Axioma, combining Axioma´s factor model know-how with the STOXX`s index creation and calculation expertise. The indices are available for different regions and countries worldwide.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SAXEUNGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0180139310
Bloomberg ID
BBG00321LYX4
Last Value
241.26
+1.89 (+0.79%)
As of CET
Week to Week Change
1.29%
52 Week Change
7.82%
Year to Date Change
7.62%
Daily Low
237.55
Daily High
237.55
52 Week Low
212.55 — 13 Oct 2022
52 Week High
252.28 — 27 Apr 2023
Top 10 Components
| BEIERSDORF | Personal Care, Drug and Grocery Stores | DE |
| KPN | Telecommunications | NL |
| HENKEL PREF | Consumer Products and Services | DE |
| GALP ENERGIA | Energy | PT |
| DAVIDE CAMPARI | Food, Beverage and Tobacco | IT |
| ORANGE | Telecommunications | FR |
| AHOLD DELHAIZE | Personal Care, Drug and Grocery Stores | NL |
| HEINEKEN | Food, Beverage and Tobacco | NL |
| QIAGEN | Health Care | DE |
| IBERDROLA | Utilities | ES |
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