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
SA9UMVGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0180138361
Last Value
351.07
-4.93 (-1.38%)
As of CET
Week to Week Change
-1.63%
52 Week Change
10.49%
Year to Date Change
0.02%
52 Week Low
317.73 — 11 Oct 2021
52 Week High
382.22 — 19 Aug 2022
Top 10 Components
| WALMART INC. | Retail | US |
| Johnson & Johnson | Health Care | US |
| Verizon Communications Inc. | Telecommunications | US |
| Merck & Co. Inc. | Health Care | US |
| Roper Technologies Inc. | Technology | US |
| Check Point Software Technolog | Technology | US |
| Republic Services Inc. | Utilities | US |
| Costco Wholesale Corp. | Retail | US |
| Activision Blizzard Inc. | Consumer Products and Services | US |
| Illinois Tool Works Inc. | Industrial Goods and Services | US |
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