How to convert a list of variable names into a list of formal symbols?

I have a lists of variable names that include greek letters.

names = {"a", "b", "μ", "Σ"}

I would like to construct a lists of formal symbols from these such the above list will return

{\[FormalA], \[FormalB], \[FormalMu], \[FormalCapitalSigma]}

I have tried mapping Symbol with no luck.

Symbol["$"<> #] & /@ names

{$a, $b, $μ, $Σ]}

How do I get a list of formal symbols from a list of variable names.