Summary
STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, Size and Low Risk. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.
STOXX uses Axioma's risk model and optimizer to construct the factor indices. The STOXX single and multi-factor indices are based on the respective STOXX country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SA9UVAL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0512259489
Last Value
238.1
+2.07 (+0.88%)
As of
CETWeek to Week Change
-1.26%
52 Week Change
28.28%
Year to Date Change
7.03%
Daily Low
236.93
Daily High
238.85
52 Week Low
185.61 — 4 May 2023
52 Week High
248.08 — 28 Mar 2024
Top 10 Components
Microsoft Corp. | US |
AT&T Inc. | US |
ALPHABET CLASS C | US |
Citigroup Inc. | US |
META PLATFORMS CLASS A | US |
MARATHON PETROLEUM | US |
NVIDIA Corp. | US |
THE CIGNA GROUP | US |
CVS HEALTH CORP. | US |
Apple Inc. | US |
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Low
High
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