Ask About Our Solutions
Back to search

FTSE Global Minimum Variance Indexes

Published in Strategy Indices

The FTSE Global Minimum Variance Index Series aims to deliver reduced index volatility, thereby offering potential improvements to the risk reward trade off. Investors looking for a broad, diversified portfolio incorporating low volatility / variance may wish to use the FTSE Global Minimum Variance Index Series to support these objectives. Volatility reduction is achieved using an intuitive, transparent and rules-based approach that minimizes historical variance and results in a broad index which is diversified across country, industry and stock levels.

Key Features and Coverage on RIMES

For this source, RIMES hosts data for approximately 4150 companies and 36 indices. Some of the indices included with this series are as follows:

  • FTSE Developed Minimum Variance Index
  • FTSE Developed Europe Minimum Variance Index
  • FTSE Developed Europe ex UK Minimum Variance Index
  • FTSE Eurobloc Minimum Variance Index
  • FTSE Developed Asia Pacific Minimum Variance Index
  • FTSE Developed Asia Pacific ex Japan Minimum Variance Index
  • FTSE USA Minimum Variance Index
  • FTSE Japan Minimum Variance Index

Some of the data items available include:

  • Company Items: Adjusted Price, Adjustment Factor, Country Code, Currency Code, Dividend Per Share Gross, Exchange Identification Code, Free Float Factor, Gross Investable Market Value, Index Map Symbol, Industry Level 1 -4 Code, Investable Factor, Investable Market Value , Investable Shares Outstanding, Investable Weight, Investible Market Value in Korean Won, ISIN Code, Market Identifier Code, Market Value, Net Adjustment Factor, Next Date of Portfolio, Opening Gross Investable Market Value in US Dollars, Opening Investable Market Value in US Dollars, Opening Investable Weight in Index, Opening Market Value, Opening Total Return Investable Weight, Raw Adjustment Factor (Source), Sedol Code, Shares Outstanding, Source Country Code, Total Return, Total Return Investible Weight, Unadjusted Price, Weight in Index, etc.
  • Index Items: Description, Ex Dividend Adjustment Year to Date, Gross Index, Index Flag, Last Price Date, Market Capitalization (no Cash) – RIMES Calculated, Number of Constituents, Price Index, Yield, etc.

Share

Our Managed Data Services

  • Working with 400+ data and 1400 data sets
  • Superior data quality and accuracy
  • 75,000 index, price & reference data feeds delivered daily
  • Fully managed, validated and system-ready feeds
  • Data delivered via API or file format for operational or analytical users
  • Increase business agility and scalability
  • Faster time to quality & market
  • Global expert 24/7 support

Looking for specific data?

Get in touch. We can source specific data, just for you.