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
SGXEMVP
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0224474129
Last Value
361.13
+0.82 (+0.23%)
As of CET
Week to Week Change
-0.47%
52 Week Change
22.27%
Year to Date Change
21.60%
Daily Low
360.05
Daily High
361.23
52 Week Low
290.8 — 20 Dec 2023
52 Week High
363.41 — 27 Nov 2024
Top 10 Components
| Costco Wholesale Corp. | US |
| SS&C TECHNOLOGIES HOLDING | US |
| Oversea-Chinese Banking Corp. | SG |
| SWISSCOM | CH |
| GARTNER 'A' | US |
| Link Real Estate Investment Tr | HK |
| Procter & Gamble Co. | US |
| PTC INC | US |
| International Business Machine | US |
| Amgen Inc. | US |
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