Summary
The iSTOXX Europe Low Variance Weighted 120 index is designed to track the 120 least volatile stocks from the STOXX Europe 600. The index components are selected on a monthly basis. To be eligible for selection, the components must have an average daily trade volume over six months (ADTV) above 3 million EUR. The remaining stocks are then ranked in ascending order by their volatility, i.e. the 120 least volatile stocks are selected.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
ISLVIR
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0198375807
Bloomberg
ISLVIR INDEX
Last Value
3,060.58
+5.62 (+0.18%)
As of
CETWeek to Week Change
0.18%
52 Week Change
11.27%
Year to Date Change
10.78%
Daily Low
3101.41
Daily High
3112.89
52 Week Low
2750.51 — 28 Dec 2023
52 Week High
3190.27 — 17 Oct 2024
Top 10 Components
BANQUE CANTONALE VAUDOISE | CH |
SANOFI | FR |
ING GRP | NL |
REPSOL | ES |
AXA | FR |
DKSH HOLDING | CH |
ACS | ES |
ENGIE | FR |
INTERNATIONAL DISTRIBUTIONS SERVICES | GB |
BRITVIC | GB |
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