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
SA9UMOGV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259612
Bloomberg ID
BBG00RHCN6F0
Last Value
593.16
-1.55 (-0.26%)
As of
CETWeek to Week Change
0.33%
52 Week Change
48.76%
Year to Date Change
29.43%
Daily Low
593.16
Daily High
593.16
52 Week Low
394.08 — 24 May 2023
52 Week High
595.89 — 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 |
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Low
High
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