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
SGXEUNP
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0224472131
Last Value
238.05
+0.21 (+0.09%)
As of CET
Week to Week Change
-0.30%
52 Week Change
10.13%
Year to Date Change
9.67%
Daily Low
238.05
Daily High
238.17
52 Week Low
207.16 — 27 Oct 2023
52 Week High
238.77 — 11 Sep 2024
Top 10 Components
| Singapore Telecommunications L | SG |
| SWISSCOM | CH |
| Oversea-Chinese Banking Corp. | SG |
| Church & Dwight Co. | US |
| Kimberly-Clark Corp. | US |
| United Overseas Bank Ltd. | SG |
| Colgate-Palmolive Co. | US |
| Fortis Inc. | CA |
| NESTLE | CH |
| Procter & Gamble Co. | US |
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Low
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