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
SAXPUNGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0180139302
Bloomberg ID
BBG00321LZV3
Last Value
272.12
-1.37 (-0.50%)
As of
CETWeek to Week Change
0.32%
52 Week Change
2.61%
Year to Date Change
8.94%
Daily Low
272.12
Daily High
272.12
52 Week Low
236.42 — 13 Oct 2022
52 Week High
282.63 — 15 May 2023
Top 10 Components
BEIERSDORF | Personal Care, Drug and Grocery Stores | DE |
KPN | Telecommunications | NL |
ORANGE | Telecommunications | FR |
SWISSCOM | Telecommunications | CH |
LINDT & SPRUENGLI P | Food, Beverage and Tobacco | CH |
HENKEL PREF | Consumer Products and Services | DE |
AHOLD DELHAIZE | Personal Care, Drug and Grocery Stores | NL |
DEUTSCHE TELEKOM | Telecommunications | DE |
CARLSBERG B | Food, Beverage and Tobacco | DK |
HEINEKEN | Food, Beverage and Tobacco | NL |
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