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
ISMJMVR
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0389351948
Last Value
575.62
-1.78 (-0.31%)
As of CET
Week to Week Change
-0.96%
52 Week Change
10.33%
Year to Date Change
8.32%
Daily Low
575.59
Daily High
579.92
52 Week Low
504.7 — 5 Aug 2024
52 Week High
597.5 — 7 Oct 2024
Top 10 Components
| Canon Inc. | JP |
| KDDI Corp. | JP |
| Takeda Pharmaceutical Co. Ltd. | JP |
| SOFTBANK | JP |
| Kao Corp. | JP |
| Aeon Co. Ltd. | JP |
| Japan Tobacco Inc. | JP |
| Astellas Pharma Inc. | JP |
| Nippon Telegraph & Telephone C | JP |
| Nintendo Co. Ltd. | JP |
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