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
SAA6UNL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0180139450
Bloomberg
SAA6UNL Index
Last Value
133.02
+1.03 (+0.78%)
As of CET
Week to Week Change
2.11%
52 Week Change
12.66%
Year to Date Change
9.40%
Daily Low
131.69
Daily High
133.14
52 Week Low
111.15 — 23 Oct 2023
52 Week High
131.94 — 17 Sep 2024
Top 10 Components
| CLP Holdings Ltd. | HK |
| Singapore Telecommunications L | SG |
| Coles Group | AU |
| Singapore Airlines Ltd. | SG |
| Oversea-Chinese Banking Corp. | SG |
| SOFTBANK | JP |
| TELSTRA GROUP | AU |
| United Overseas Bank Ltd. | SG |
| POWER ASSETS HOLDINGS LTD | HK |
| KDDI Corp. | JP |
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