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
ISMJMVY
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0389352045
Last Value
401.64
-1.70 (-0.42%)
As of CET
Week to Week Change
-1.13%
52 Week Change
8.76%
Year to Date Change
6.75%
Daily Low
401.63
Daily High
403.88
52 Week Low
353.76 — 5 Aug 2024
52 Week High
415.72 — 7 Oct 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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