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
SA6JUNL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0180139559
Bloomberg
SA6JUNL INDEX
Last Value
131.55
+0.77 (+0.59%)
As of
CETWeek to Week Change
-0.19%
52 Week Change
3.78%
Year to Date Change
-4.26%
Daily Low
130.82
Daily High
131.78
52 Week Low
122.47 — 1 Jul 2024
52 Week High
147.57 — 16 Sep 2024
Top 10 Components
SOFTBANK | JP |
MCDONALD'S HOLDINGS | JP |
Nippon Building Fund Inc. | JP |
Japan Real Estate Investment C | JP |
SHINKO ELEC.INDS. | JP |
GLP J-REIT | JP |
KOBE BUSSAN | JP |
Meiji Holdings Co. Ltd. | JP |
NH FOODS | JP |
Japan Metropolitan Fund Invest | JP |
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