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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
SA9UMVGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0180138841
Bloomberg
SA9UMVGV INDEX
Last Value
257.07
-1.46 (-0.52%)
As of
CETWeek to Week Change
-1.747%
52 Week Change
10.297%
Year to Date Change
8.831%
Daily Low
257.07
Daily High
257.07
52 Week Low
224.85 — 16 Apr 2024
52 Week High
261.81 — 27 Sep 2024
Top 10 Components
WALMART INC. | US |
Check Point Software Technolog | US |
Roper Technologies Inc. | US |
T-Mobile US Inc | US |
Republic Services Inc. | US |
Johnson & Johnson | US |
Merck & Co. Inc. | US |
Costco Wholesale Corp. | US |
META PLATFORMS CLASS A | US |
International Business Machine | US |
Zoom
175.1699
Low
261.81
High
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