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
398.49
-0.89 (-0.22%)
As of
CETWeek to Week Change
-2.04%
52 Week Change
13.22%
Year to Date Change
5.91%
Daily Low
398.35
Daily High
401.13
52 Week Low
351.97 — 26 Jul 2023
52 Week High
407.82 — 22 Mar 2024
Top 10 Components
SOFTBANK | JP |
Kao Corp. | JP |
Canon Inc. | JP |
KDDI Corp. | JP |
Japan Tobacco Inc. | JP |
FUJIFILM Holdings Corp. | JP |
JAPAN POST BANK | JP |
Nippon Telegraph & Telephone C | JP |
USS Co. Ltd. | JP |
Meiji Holdings Co. Ltd. | JP |
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