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
410.49
+2.40 (+0.59%)
As of
CETWeek to Week Change
0.64%
52 Week Change
22.08%
Year to Date Change
7.00%
Daily Low
410.49
Daily High
410.49
52 Week Low
335.31 — 13 Feb 2024
52 Week High
410.49 — 5 Feb 2025
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 |
META PLATFORMS CLASS A | US |
Costco Wholesale Corp. | US |
Merck & Co. Inc. | US |
International Business Machine | US |
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