S&P China A-Share Low Volatility Index (CNY)

Ticker:

SPCALVCP

The S&P China A-Share Low Volatility Index seeks to measure performance of the 100 least volatile stocks in the China A-shares markets. 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.

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