Summary
The STOXX Minimum Variance indices are designed to minimize risk by reducing the volatility of the underlying index. STOXX offers two versions of STOXX Minimum Variance indices: constrained and unconstrained.
The constrained version optimizes the benchmark index with respect to volatility, offering investors an improvement over the benchmark.
The unconstrained version provides a strategy index that is minimized for volatility but not restricted to follow a specific benchmark too closely.
The STOXX Minimum Variance indices are designed in cooperation with Axioma, combining Axioma´s factor model know-how with the STOXX`s index creation and calculation expertise. The indices are available for different regions and countries worldwide.
The constrained version optimizes the benchmark index with respect to volatility, offering investors an improvement over the benchmark.
The unconstrained version provides a strategy index that is minimized for volatility but not restricted to follow a specific benchmark too closely.
The STOXX Minimum Variance indices are designed in cooperation with Axioma, combining Axioma´s factor model know-how with the STOXX`s index creation and calculation expertise. The indices are available for different regions and countries worldwide.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SA1AUNU
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0212593427
Last Value
267.24
-0.74 (-0.28%)
As of CET
Daily Low
267.24
Daily High
267.24
Top 10 Components
| TELSTRA GROUP | AU |
| Coles Group | AU |
| Origin Energy Ltd. | AU |
| WOOLWORTHS GROUP | AU |
| Insurance Australia Group Ltd. | AU |
| Transurban Group | AU |
| Bendigo & Adelaide Bank Ltd. | AU |
| MEDIBANK PRIVATE | AU |
| SUNCORP GROUP LTD. | AU |
| YANCOAL AUSTRALIA | AU |
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