Summary
The iSTOXX® MUTB Minimum Variance indices seek to minimize risk by reducing the volatility in a portfolio. The index optimizes the benchmark index with respect to volatility. During the optimization, constraints are enforced with the aim of staying close to the underlying index and ensuring tradability.
The iSTOXX® MUTB Minimum Variance indices are designed in cooperation with Axioma, combining Axioma’s factor model know-how with STOXX’s index creation and calculation expertise. The iSTOXX® MUTB Minimum Variance indices are available for the following regions: Japan, Global ex Japan, and Global.
The iSTOXX® MUTB Minimum Variance indices are designed in cooperation with Axioma, combining Axioma’s factor model know-how with STOXX’s index creation and calculation expertise. The iSTOXX® MUTB Minimum Variance indices are available for the following regions: Japan, Global ex Japan, and Global.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
ISMGJMVL
Calculation
End-of-day
Dissemination Period
22:00-22:00 CET
ISIN
CH0389351989
Last Value
371.41
-1.32 (-0.35%)
As of
CETWeek to Week Change
0.51%
52 Week Change
-2.39%
Year to Date Change
1.78%
Daily Low
371.41
Daily High
371.41
52 Week Low
333.5 — 27 Oct 2023
52 Week High
381.23 — 5 May 2023
Top 10 Components
Merck & Co. Inc. | US |
General Mills Inc. | US |
Waste Management Inc. | US |
McKesson Corp. | US |
Colgate-Palmolive Co. | US |
Procter & Gamble Co. | US |
Cencora | US |
WALMART INC. | US |
Coca-Cola Co. | US |
Southern Co. | US |
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