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S&P Low Volatility Indices

The S&P 500® Low Volatility Index measures performance of the 100 least volatile stocks in the S&P 500. The index benchmarks low volatility or low variance strategies for the U.S. stock market. Constituents are weighted relative to the inverse of their corresponding volatility, with the least volatile stocks receiving the highest weights.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 210 companies, and the S&P 500 Low Volatility Index.

Some of the data items available include:

  • Company Items: Adjustment Factor, Alternate Weight Factor, Bloomberg Ticker, Cap Range Flag, Country Code, Country Description, Currency Code, Cusip Code, Daily Price Return, Daily Total Return, Exchange Rate, GICS Industry Level 4 Code, Industry Code, Investable Factor, Investable Market Value in US Dollars, Investable Shares Outstanding, Investable Weight, Investable Weight in Index (Source), ISIN Code, Market Identifier Code, Market Value, Market Value in US Dollars, Net Adjustment Factor, Next Date of Portfolio, Region Flag, Reuters Identification Code (RIC), S&P Company Global Vantage Key, S&P Property Type Code, Sector Code, Sedol Code, Share Lot Size, Shares Outstanding, Sub-Industry Classification Code, Ticker, Unadjusted Price, etc.
  • Index items: Adjustment Flag, Adjusted Divisor Factor, Adjusted Market Capitalization, Dividend Factor, Dividend Per Share Net, Gross Index, Hedged Gross Index in Canadian Dollars, Hedged Net Return in Canadian Dollars, Hedged Price Index in Canadian Dollars, Market Capitalization, Net Index in US Dollars, Number of Constituents, Price Index, etc.

 S&P Dow Jones Indices

 

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