Summary
The iSTOXX Europe Low Variance Weighted 120 index is designed to track the 120 least volatile stocks from the STOXX Europe 600. The index components are selected on a monthly basis. To be eligible for selection, the components must have an average daily trade volume over six months (ADTV) above 3 million EUR. The remaining stocks are then ranked in ascending order by their volatility, i.e. the 120 least volatile stocks are selected.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
ISLVIR
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0198375807
Bloomberg ID
BBG0045MZQ56
Last Value
2,975.1
-1.26 (-0.04%)
As of CET
Week to Week Change
2.30%
52 Week Change
8.63%
Year to Date Change
7.68%
Daily Low
2970.21
Daily High
2983.9
52 Week Low
2514.52 — 27 Oct 2023
52 Week High
2976.36 — 10 May 2024
Top 10 Components
| Naturgy Energy Group | ES |
| STOREBRAND | NO |
| ENEL | IT |
| HENKEL PREF | DE |
| CREDIT AGRICOLE | FR |
| SCOTTISH & SOUTHERN ENERGY | GB |
| COCA-COLA HBC | GB |
| INTESA SANPAOLO | IT |
| ASSOCIATED BRITISH FOODS | GB |
| UNILEVER PLC | GB |
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