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
ISMJMVL
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0389351997
Last Value
322.63
-1.83 (-0.56%)
As of
CETWeek to Week Change
0.45%
52 Week Change
-0.18%
Year to Date Change
4.17%
Daily Low
322.63
Daily High
322.63
52 Week Low
294.38 — 21 Jun 2024
52 Week High
350.14 — 27 Sep 2024
Top 10 Components
Takeda Pharmaceutical Co. Ltd. | JP |
SOFTBANK | JP |
Astellas Pharma Inc. | JP |
Kao Corp. | JP |
KDDI Corp. | JP |
Nippon Telegraph & Telephone C | JP |
Aeon Co. Ltd. | JP |
Seven & I Holdings Co. Ltd. | JP |
Japan Tobacco Inc. | JP |
Yamato Holdings Co. Ltd. | JP |
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