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
SA9UMVV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0180138684
Bloomberg ID
BBG009H5BHL7
Last Value
324.96
+2.47 (+0.77%)
As of CET
Week to Week Change
-0.58%
52 Week Change
17.73%
Year to Date Change
8.91%
Daily Low
324.96
Daily High
324.96
52 Week Low
266.87 — 25 May 2023
52 Week High
327.67 — 28 Mar 2024
Top 10 Components
| WALMART INC. | US |
| Check Point Software Technolog | US |
| Merck & Co. Inc. | US |
| Republic Services Inc. | US |
| Roper Technologies Inc. | US |
| Johnson & Johnson | US |
| Verizon Communications Inc. | US |
| Costco Wholesale Corp. | US |
| META PLATFORMS CLASS A | US |
| T-Mobile US Inc | US |
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