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
SA9UMOL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0512259604
Last Value
490.78
-0.91 (-0.19%)
As of
CETWeek to Week Change
0.10%
52 Week Change
46.89%
Year to Date Change
28.80%
Daily Low
489.71
Daily High
493.19
52 Week Low
330.1 — 24 May 2023
52 Week High
494.39 — 5 Apr 2024
Top 10 Components
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
Eli Lilly & Co. | US |
GE Aerospace | US |
Apple Inc. | US |
McKesson Corp. | US |
Amazon.com Inc. | US |
Constellation Energy | US |
Microsoft Corp. | US |
Wells Fargo & Co. | US |
Zoom
Low
High
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