S&P 500 Low Volatility Index

E605253

The S&P 500 Low Volatility Index is a stock market index that tracks the performance of the least volatile stocks within the S&P 500, aiming to provide equity exposure with reduced price fluctuations.

All labels observed (1)

Label Occurrences
S&P 500 Low Volatility Index canonical 3

How this entity was disambiguated

Statements (35)

Predicate Object
instanceOf low volatility index ⓘ
stock market index ⓘ
aimsTo provide equity exposure with reduced price fluctuations ⓘ
assetClass equities ⓘ
basedOn S&P 500 ⓘ
linked to: S&P 500 Index
benchmarkFor low volatility ETFs tracking U.S. large caps ⓘ
componentType large-cap U.S. stocks ⓘ
currency US dollar ⓘ
dataProvider S&P Dow Jones Indices LLC ⓘ
factorExposure low volatility factor ⓘ
geographicFocus United States ⓘ
investableVia exchange-traded funds ⓘ
index mutual funds ⓘ
maintenance rules-based methodology ⓘ
objective maintain equity market exposure ⓘ
reduce portfolio volatility relative to the S&P 500 ⓘ
parentIndexFamily S&P 500 Index family ⓘ
linked to: S&P 500 family
provider S&P Dow Jones Indices ⓘ
rebalancing periodic index rebalancing ⓘ
region North America ⓘ
riskProfile lower risk relative to broad market benchmark ⓘ
sectorEffect can have sector tilts relative to the S&P 500 ⓘ
selectionCriterion lowest historical price volatility ⓘ
selectionLookbackPeriod historical volatility over a trailing period ⓘ
selectionMetric standard deviation of price returns ⓘ
strategyType factor index ⓘ
tickerType index ticker ⓘ
tracks least volatile stocks in the S&P 500 ⓘ
universe S&P 500 constituents ⓘ
useCase benchmark for low volatility strategies ⓘ
defensive equity allocation ⓘ
risk management ⓘ
volatilityCharacteristic historically lower volatility than the S&P 500 ⓘ
weightingMethod inverse volatility weighting principles ⓘ
volatility-weighted ⓘ

How these facts were elicited

Referenced by (3)

Full triples — surface form annotated when it differs from this entity's canonical label.

S&P-branded indices → includesIndex → S&P 500 Low Volatility Index ⓘ
S&P U.S. Indices → includesIndex → S&P 500 Low Volatility Index ⓘ
S&P 500 Quality Index → relatedIndex → S&P 500 Low Volatility Index ⓘ