Summary
The STOXX Minimum Variance indices are designed to minimize risk by reducing the volatility of the underlying index. STOXX offers two versions of STOXX Minimum Variance indices: constrained and unconstrained.
The constrained version optimizes the benchmark index with respect to volatility, offering investors an improvement over the benchmark.
The unconstrained version provides a strategy index that is minimized for volatility but not restricted to follow a specific benchmark too closely.
The STOXX Minimum Variance indices are designed in cooperation with Axioma, combining Axioma´s factor model know-how with the STOXX`s index creation and calculation expertise. The indices are available for different regions and countries worldwide.
The constrained version optimizes the benchmark index with respect to volatility, offering investors an improvement over the benchmark.
The unconstrained version provides a strategy index that is minimized for volatility but not restricted to follow a specific benchmark too closely.
The STOXX Minimum Variance indices are designed in cooperation with Axioma, combining Axioma´s factor model know-how with the STOXX`s index creation and calculation expertise. The indices are available for different regions and countries worldwide.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SA6JUNGF
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0225791885
Bloomberg ID
BBG00837QWD0
Last Value
342.96
+0.31 (+0.09%)
As of
CETWeek to Week Change
0.68%
52 Week Change
14.74%
Year to Date Change
5.29%
Daily Low
342.96
Daily High
342.96
52 Week Low
292.7 — 31 May 2023
52 Week High
348.7799 — 22 Mar 2024
Top 10 Components
JSR Corp. | JP |
SOFTBANK | JP |
MCDONALD'S HOLDINGS | JP |
Nippon Building Fund Inc. | JP |
DAIWA HOUSE REIT INVESTMENT | JP |
NH FOODS | JP |
Meiji Holdings Co. Ltd. | JP |
GLP J-REIT | JP |
NICHIREI | JP |
Nissin Foods Holdings Co. Ltd. | JP |
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