The following exhibit shows that from June 1988 through May 2023, the MSCI World Minimum Volatility Index outperformed the market during the six bear-market downturns over the 35-year period, illustrating the index’s strong defensive characteristics. Outperforming during bear markets shows minimum vol...
因子投资就是这种通过因子暴露来获取风险溢价的方法。 MSCI的体系把因子划分为6大类,包括:价值、规模、波动性、股息率、质量以及动量(Value,Low Size, Low Volatility, High Yield, Quality and Momentum)。同时,MSCI还针对这几类因子开发了相对应的指数,用来跟踪这几类因子的表现,这样一来,投资者就可以非常方便和...
According to Frank Nielsen, the executive spearheading the product's development as MSCI Barra's head of equity research, the company's MSCI World Minimum Volatility index will be composed of lower-r...
MSCI World ESG Leaders Minimum Volatility (USD) Index7177164066.90-0.03%-0.20%0.80%15.80%18.70%6.70%7.20%8.80% MSCI Europe Select Catholic Principles ESG Leaders 10/40 Index7219322893.400.69%0.60%-4.30%6.50%12.30%3.30%6.70%5.90% MSCI USA Extended ESG Leaders Index7240015781.90-0.18%0.20%10.20%27.80...
类型:交易所交易基金 市场:德国 发行商:UBS Fund Management (Luxembourg) S.A. 相关:UBS (Irl) ETF plc - Factor MSCI USA Low Volatility UCITS ETF (hedged to EUR) A-acc ISIN:IE00BWT3KJ20 WKN:A14Y6U 资产类别:股票目前你怎么看UBUV? 投票以查看统计结果看空或看多 ...
UBS (Irl) ETF plc - Factor MSCI USA Low Volatility UCITS ETF (hedged to EUR) A-acc (UBUV) 法兰克福 货币 EUR 添加至投资组合 30.68 -0.03(-0.10%) 延迟数据16:04:14 当日幅度 30.68 30.68 52 周范围 24.85 30.71 总况 图表 技术 论坛...
The iShares MSCI USA Min Vol Factor ETF seeks to track the investment results of an index composed of U.S. equities that, in the aggregate, have lower volatility characteristics relative to the broader U.S. equity market.
Five New Cboe MSCI Global Products: Two new volatility indices (VXMVEA and VXMXEF) and new Cboe options on three MSCI indices: MSCI ACWI Index, MSCI World Index and MSCI USA Index. Of the five MSCI stock indices, the MSCI USA Index had the largest weighting to the Information Te...
我们发现下列公司与UBS (Irl) ETF plc - Factor MSCI USA Low Volatility UCITS ETF (hedged to EUR) A-acc相近,它们都属于相关的行业。我们还考虑了规模、增长和各种财务指标,并将列表缩小到以下范围。 升级至InvestingPro+ 解锁本功能选择计划…… 指标使用情况:放空比率 Slug short_ratio 数据类型 数目 格式...
On the other hand,FSMDprovides exposure to U.S. small- and mid-cap companies that score highly on four factors: quality, value, momentum, and low volatility. The fund seeks to track the Fidelity Small-Mid Multifactor Index. FSMD’s underlying index selects stocks from the top 3,000 U....