DAXplus Minimum Variance
E559787
DAXplus Minimum Variance is a German stock market index designed to track a low-volatility subset of DAX-listed companies using minimum-variance optimization.
Statements (31)
| Predicate | Object |
|---|---|
| instanceOf |
factor index
ⓘ
low-volatility index ⓘ stock market index ⓘ |
| assetClass | equities ⓘ |
| componentExchange | Frankfurt Stock Exchange NERFINISHED ⓘ |
| componentType | large-cap stocks ⓘ |
| constraintType | constituent and sector limits ⓘ |
| country | Germany NERFINISHED ⓘ |
| currency | euro ⓘ |
| dataInput |
historical return covariance matrix
ⓘ
stock volatilities ⓘ |
| focus | low volatility stocks ⓘ |
| indexFamily | DAXplus NERFINISHED ⓘ |
| market | German stock market ⓘ |
| objective |
minimize portfolio variance subject to constraints
ⓘ
track a low-volatility subset of DAX-listed companies ⓘ |
| optimizationCriterion | minimum portfolio variance ⓘ |
| parentIndex | DAX NERFINISHED ⓘ |
| providerCountry | Germany NERFINISHED ⓘ |
| rebalancing | periodic rebalancing based on updated risk measures ⓘ |
| region | Europe ⓘ |
| riskCharacteristic | lower volatility than parent index ⓘ |
| selectionMethod |
minimum variance optimization
ⓘ
risk-based weighting ⓘ |
| targetInvestor |
low-volatility strategy users
ⓘ
risk-averse equity investors ⓘ |
| underlyingUniverse | DAX NERFINISHED ⓘ |
| useCase |
benchmark for low-volatility German equities
ⓘ
underlying for index-linked investment products ⓘ |
| weightingScheme |
optimized weights
ⓘ
volatility-based weighting ⓘ |
Referenced by (1)
Full triples — surface form annotated when it differs from this entity's canonical label.