Summary
The iSTOXX® MUTB Minimum Variance indices seek to minimize risk by reducing the volatility in a portfolio. The index optimizes the benchmark index with respect to volatility. During the optimization, constraints are enforced with the aim of staying close to the underlying index and ensuring tradability.
The iSTOXX® MUTB Minimum Variance indices are designed in cooperation with Axioma, combining Axioma’s factor model know-how with STOXX’s index creation and calculation expertise. The iSTOXX® MUTB Minimum Variance indices are available for the following regions: Japan, Global ex Japan, and Global.
The iSTOXX® MUTB Minimum Variance indices are designed in cooperation with Axioma, combining Axioma’s factor model know-how with STOXX’s index creation and calculation expertise. The iSTOXX® MUTB Minimum Variance indices are available for the following regions: Japan, Global ex Japan, and Global.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
ISMJMVT
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0389352011
Bloomberg ID
BBG00J7HHGN4
Last Value
602.35
+5.42 (+0.91%)
As of
CETWeek to Week Change
-0.80%
52 Week Change
27.80%
Year to Date Change
7.57%
Daily Low
598.43
Daily High
603.28
52 Week Low
468.28 — 7 Apr 2023
52 Week High
607.21 — 22 Mar 2024
Top 10 Components
Japan Tobacco Inc. | JP |
SOFTBANK | JP |
Kao Corp. | JP |
JAPAN POST BANK | JP |
Nippon Telegraph & Telephone C | JP |
Canon Inc. | JP |
KDDI Corp. | JP |
FUJIFILM Holdings Corp. | JP |
Aeon Co. Ltd. | JP |
SKYLARK HOLDINGS | JP |
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