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
SA2CMVP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0180138031
Last Value
155.5
+0.54 (+0.35%)
As of CET
Week to Week Change
0.19%
52 Week Change
2.90%
Year to Date Change
2.20%
Daily Low
154.42
Daily High
155.84
52 Week Low
138.12 — 27 Oct 2023
52 Week High
158.07 — 12 Mar 2024
Top 10 Components
| INTACT FINANCIAL | CA |
| Thomson Reuters Corp. | CA |
| Great-West Lifeco Inc. | CA |
| Sun Life Financial Inc. | CA |
| BCE Inc. | CA |
| STANTEC | CA |
| Metro Inc. Cl A | CA |
| PEMBINA PIPELINE CORP | CA |
| DESCARTES SYSTEMS GROUP | CA |
| ALIMENTATION CCH.TARD | CA |
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