Summary
The iSTOXX® MUTB Minimum Variance indices seek to minimize risk by reducing the volatility in a portfolio. The index optimizes the benchmark index with respect to volatility. During the optimization, constraints are enforced with the aim of staying close to the underlying index and ensuring tradability.
The iSTOXX® MUTB Minimum Variance indices are designed in cooperation with Axioma, combining Axioma’s factor model know-how with STOXX’s index creation and calculation expertise. The iSTOXX® MUTB Minimum Variance indices are available for the following regions: Japan, Global ex Japan, and Global.
The iSTOXX® MUTB Minimum Variance indices are designed in cooperation with Axioma, combining Axioma’s factor model know-how with STOXX’s index creation and calculation expertise. The iSTOXX® MUTB Minimum Variance indices are available for the following regions: Japan, Global ex Japan, and Global.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
ISMJMVG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0389351971
Last Value
488.66
+9.54 (+1.99%)
As of
CETWeek to Week Change
2.76%
52 Week Change
13.61%
Year to Date Change
9.50%
Daily Low
488.66
Daily High
488.66
52 Week Low
410 — 23 Oct 2023
52 Week High
488.66 — 27 Sep 2024
Top 10 Components
Kao Corp. | JP |
Canon Inc. | JP |
Takeda Pharmaceutical Co. Ltd. | JP |
Aeon Co. Ltd. | JP |
Astellas Pharma Inc. | JP |
KDDI Corp. | JP |
SOFTBANK | JP |
Japan Tobacco Inc. | JP |
Nippon Telegraph & Telephone C | JP |
Yakult Honsha Co. Ltd. | JP |
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