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
ISMJMVP
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0389352086
Last Value
300.84
+0.62 (+0.21%)
As of CET
Week to Week Change
-0.52%
52 Week Change
4.76%
Year to Date Change
0.33%
Daily Low
300.84
Daily High
300.84
52 Week Low
279.11 — 8 Nov 2023
52 Week High
323.52 — 10 Sep 2024
Top 10 Components
| Canon Inc. | JP |
| Takeda Pharmaceutical Co. Ltd. | JP |
| Astellas Pharma Inc. | JP |
| KDDI Corp. | JP |
| Aeon Co. Ltd. | JP |
| SOFTBANK | JP |
| Kao Corp. | JP |
| Japan Tobacco Inc. | JP |
| Nippon Telegraph & Telephone C | JP |
| Nissin Foods Holdings Co. Ltd. | JP |
Zoom
Low
High
Featured indices
iSTOXX® Access Metaverse - USD (Price Return)
$396.14
-1.34
1Y Return
45.55%
1Y Volatility
0.22%
iSTOXX® Global Climate Change ESG NR Decrement 4.5% - EUR (Price Return)
€1758.83
+10.46
1Y Return
20.77%
1Y Volatility
0.11%
EURO iSTOXX® Ocean Care 40 - EUR (Price Return)
€226.37
-2.05
1Y Return
16.87%
1Y Volatility
0.12%
EURO STOXX 50® Volatility-Balanced - EUR (Excess Return)
€430.25436
-0.06
1Y Return
-0.58%
1Y Volatility
0.16%
STOXX® Global Low Risk Weighted Diversified 200 - USD (Net Return)
$668.3
+3.14
1Y Return
21.62%
1Y Volatility
0.07%