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
SAW1UNJP
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0225160651
Last Value
32
+3.29 (+1.04%)
As of
CETWeek to Week Change
3.08%
52 Week Change
12.56%
Year to Date Change
12.07%
Daily Low
316.29
Daily High
320.15
52 Week Low
278.77 — 4 Oct 2023
52 Week High
316.89 — 1 May 2024
Top 10 Components
Japan Tobacco Inc. | JP |
Oversea-Chinese Banking Corp. | SG |
Church & Dwight Co. | US |
Kimberly-Clark Corp. | US |
Colgate-Palmolive Co. | US |
Procter & Gamble Co. | US |
Singapore Telecommunications L | SG |
SOFTBANK | JP |
SWISSCOM | CH |
Cencora | US |
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