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
SA9UQUV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259828
Last Value
544.47
+0.89 (+0.16%)
As of CET
Week to Week Change
0.78%
52 Week Change
29.05%
Year to Date Change
0.78%
Daily Low
544.47
Daily High
544.47
52 Week Low
421.9 — 9 Jan 2024
52 Week High
571.22 — 6 Dec 2024
Top 10 Components
| NVIDIA Corp. | US |
| Apple Inc. | US |
| MasterCard Inc. Cl A | US |
| Costco Wholesale Corp. | US |
| ALPHABET CLASS C | US |
| META PLATFORMS CLASS A | US |
| WALMART INC. | US |
| AT&T Inc. | US |
| MERCADOLIBRE | US |
| APPLOVIN A | US |
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High
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