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
SAW1UNJP
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0225160651
Last Value
345.21
-2.13 (-0.61%)
As of CET
Week to Week Change
0.69%
52 Week Change
18.87%
Year to Date Change
20.90%
Daily Low
344.69
Daily High
347.85
52 Week Low
279.69 — 15 Dec 2023
52 Week High
346.41 — 25 Nov 2024
Top 10 Components
| Oversea-Chinese Banking Corp. | SG |
| HENKEL PREF | DE |
| Colgate-Palmolive Co. | US |
| BRITVIC | GB |
| Church & Dwight Co. | US |
| Singapore Telecommunications L | SG |
| Kimberly-Clark Corp. | US |
| Procter & Gamble Co. | US |
| TARGA RESOURCES | US |
| Cencora | US |
Zoom
Low
High
Featured indices
STOXX® Global Select 100 EUR - EUR (Price Return)
€179.83
-0.29
1Y Return
10.08%
1Y Volatility
0.07%
STOXX® Global Diversification Select 100 EUR - EUR (Price Return)
€253.01
-0.13
1Y Return
6.96%
1Y Volatility
0.07%
EURO STOXX® Select 50 EUR - EUR (Price Return)
€133.71
+0.23
1Y Return
3.88%
1Y Volatility
0.10%
EURO STOXX® Diversification Select 50 EUR - EUR (Price Return)
€172.63
+0.13
1Y Return
5.03%
1Y Volatility
0.09%
EURO STOXX 50® Volatility (VSTOXX®) - EUR (Price Return)
€16.3772
-0.09
1Y Return
15.98%
1Y Volatility
0.99%