Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

About 3810 results found
The STOXX Minimum Variance indices are designed to minimize risk by reducing the volatility of the underlying index. STOXX offers two versions of STOXX ...
Oct 11, 2019 ... Factor Investing | The STOXX® Minimum Variance Indices are designed to achieve the lowest return volatility in a given investable universe.
7 days ago ... The STOXX Minimum Variance Indices are designed in cooperation with Axioma, combining Axioma´s factor model know-how with the STOXX`s index ...
The iSTOXX Minimum Variance indices are designed to minimize risk by reducing the volatility of their respective parent indices. This is achieved by ...
The iSTOXX® MUTB Minimum Variance indices seek to minimize risk by reducing the volatility in a portfolio. The index optimizes the benchmark index with ...
Oct 7, 2019 ... We can see that the Fed Overshoots and Trade Deal Hopes scenarios produced the biggest losses/gains in each direction, although the two Brexit ...
The STOXX Minimum Variance indices are designed to minimize risk by reducing the volatility of the underlying index. STOXX offers two versions of STOXX ...
File Format: PDF
Index Description. The STOXX China A 900 Minimum Variance Unconstrained Index weights the components of the underlying STOXX China A 900 Index so that ...
File Format: PDF
Index Description. The objective of the EURO STOXX ESG-X & Ex Nuclear Power Minimum. Variance Unconstrained Index is to re ect the EURO STOXX Index with.
The STOXX Minimum Variance indices are designed to minimize risk by reducing the volatility of the underlying index. STOXX offers two versions of STOXX ...
Get Started

Realize new investment strategies and generate alpha in today’s changing investment landscape.

Request Info

Stay in touch

Sign up to receive STOXX’s news, research, and event invitations directly to your inbox.

Subscribe

Get social

Connect with us on LinkedIn for the latest news and exciting announcements.