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
SAXPMVL
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0180138478
Bloomberg
SAXPMVL Index
Last Value
151.5
-0.84 (-0.55%)
As of
CETWeek to Week Change
-1.05%
52 Week Change
14.77%
Year to Date Change
6.23%
Daily Low
151.2
Daily High
152.31
52 Week Low
131.72 — 10 Nov 2023
52 Week High
161.8 — 27 Sep 2024
Top 10 Components
BEIERSDORF | DE |
SWISSCOM | CH |
HENKEL PREF | DE |
UCB | BE |
WOLTERS KLUWER | NL |
SGS | CH |
ESSILORLUXOTTICA | FR |
L'OREAL | FR |
GALP ENERGIA | PT |
TERNA | IT |
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Low
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