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
SA6JUNR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0180139237
Bloomberg
SXA6JUNR INDEX
Last Value
233.14
+1.12 (+0.48%)
As of
CETWeek to Week Change
-1.40%
52 Week Change
0.13%
Year to Date Change
-2.19%
Daily Low
233.14
Daily High
233.14
52 Week Low
218.06 — 5 Jul 2024
52 Week High
256.05 — 10 Sep 2024
Top 10 Components
MCDONALD'S HOLDINGS | JP |
DAIWA HOUSE REIT INVESTMENT | JP |
SOFTBANK | JP |
SHINKO ELEC.INDS. | JP |
Nippon Building Fund Inc. | JP |
Japan Real Estate Investment C | JP |
KOBE BUSSAN | JP |
GLP J-REIT | JP |
NH FOODS | JP |
Meiji Holdings Co. Ltd. | JP |
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