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
SAA6MVR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0180138148
Bloomberg
SAA6MVR Index
Last Value
229.67
-0.48 (-0.21%)
As of
CETWeek to Week Change
-0.57%
52 Week Change
11.81%
Year to Date Change
10.48%
Daily Low
229.67
Daily High
229.67
52 Week Low
201.4 — 5 Aug 2024
52 Week High
232.75 — 3 Dec 2024
Top 10 Components
JAPAN POST HOLDINGS | JP |
SOFTBANK | JP |
Coles Group | AU |
Secom Co. Ltd. | JP |
CLP Holdings Ltd. | HK |
Singapore Telecommunications L | SG |
MCDONALD'S HOLDINGS | JP |
SHINKO ELEC.INDS. | JP |
Sekisui House Ltd. | JP |
Transurban Group | AU |
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