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
SA6JMVF
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0225791802
Bloomberg
SA6JMVF INDEX
Last Value
367.45
-1.68 (-0.46%)
As of CET
Week to Week Change
-1.13%
52 Week Change
11.98%
Year to Date Change
3.44%
Daily Low
367.45
Daily High
367.45
52 Week Low
327.66 — 25 Jul 2023
52 Week High
390.43 — 22 Mar 2024
Top 10 Components
| MCDONALD'S HOLDINGS | JP |
| SOFTBANK | JP |
| SKYLARK HOLDINGS | JP |
| Secom Co. Ltd. | JP |
| Mitsui O.S.K. Lines Ltd. | JP |
| JAPAN POST BANK | JP |
| SHINKO ELEC.INDS. | JP |
| FUJIFILM Holdings Corp. | JP |
| East Japan Railway Co. | JP |
| Nippon Yusen K.K. | JP |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$689.44
+0.84
1Y Return
30.99%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€506.63
-3.29
1Y Return
13.14%
1Y Volatility
0.10%
STOXX® USA 500 - USD (Price Return)
$464.81
+1.87
1Y Return
37.70%
1Y Volatility
0.13%
STOXX® Global Total Market - USD (Gross Return)
$346.43
+0.34
1Y Return
32.39%
1Y Volatility
0.11%
STOXX® World AC All Cap - USD (Gross Return)
$11053.11
+6.81
1Y Return
32.21%
1Y Volatility
0.10%