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
ISMJMVP
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0389352086
Last Value
313.22
-0.74 (-0.24%)
As of CET
Week to Week Change
-0.84%
52 Week Change
4.70%
Year to Date Change
4.46%
Daily Low
313.22
Daily High
313.22
52 Week Low
279.7799 — 5 Aug 2024
52 Week High
323.52 — 10 Sep 2024
Top 10 Components
| Canon Inc. | JP |
| KDDI Corp. | JP |
| Takeda Pharmaceutical Co. Ltd. | JP |
| SOFTBANK | JP |
| Kao Corp. | JP |
| Aeon Co. Ltd. | JP |
| Japan Tobacco Inc. | JP |
| Astellas Pharma Inc. | JP |
| Nippon Telegraph & Telephone C | JP |
| Nintendo Co. Ltd. | JP |
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