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
SA2CUNCA
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0180139914
Bloomberg
SA2CUNCA INDEX
Last Value
206.48
-0.89 (-0.43%)
As of
CETWeek to Week Change
-1.83%
52 Week Change
23.18%
Year to Date Change
21.39%
Daily Low
206.35
Daily High
207.31
52 Week Low
166.85 — 20 Dec 2023
52 Week High
211.53 — 5 Dec 2024
Top 10 Components
Metro Inc. Cl A | CA |
CCL INDS.'B' | CA |
LOBLAW | CA |
WASTE CONNECTIONS | CA |
Thomson Reuters Corp. | CA |
PEMBINA PIPELINE CORP | CA |
WESTON GEORGE | CA |
Saputo Inc. | CA |
Sun Life Financial Inc. | CA |
Royal Bank of Canada | CA |
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