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
SGAAUNG
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0225161527
Bloomberg
SGAAUNG INDEX
Last Value
370.75
-0.86 (-0.23%)
As of CET
Week to Week Change
-0.98%
52 Week Change
16.85%
Year to Date Change
15.37%
Daily Low
370.46
Daily High
371.92
52 Week Low
314.66 — 20 Dec 2023
52 Week High
374.41 — 9 Dec 2024
Top 10 Components
| Oversea-Chinese Banking Corp. | SG |
| Singapore Telecommunications L | SG |
| SWISSCOM | CH |
| United Overseas Bank Ltd. | SG |
| DBS Group Holdings Ltd. | SG |
| Fortis Inc. | CA |
| Essity B | SE |
| BRITVIC | GB |
| PEMBINA PIPELINE CORP | CA |
| AMCOR | US |
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