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
ISMGJMVT
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0389352003
Bloomberg
ISMGJMVT INDEX
Last Value
1,016.91
+0.93 (+0.09%)
As of
CETWeek to Week Change
1.33%
52 Week Change
16.95%
Year to Date Change
1.59%
Daily Low
1014.16
Daily High
1017.46
52 Week Low
869.51 — 31 Jan 2024
52 Week High
1029.48 — 25 Nov 2024
Top 10 Components
Boston Scientific Corp. | US |
Cencora | US |
WALMART INC. | US |
Duke Energy Corp. | US |
T-Mobile US Inc | US |
Waste Management Inc. | US |
Southern Co. | US |
Coca-Cola Co. | US |
McKesson Corp. | US |
Procter & Gamble Co. | US |
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