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
SA9ULRR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260123
Last Value
450.81
-0.02 (-0.00%)
As of
CETWeek to Week Change
1.87%
52 Week Change
19.51%
Year to Date Change
15.60%
Daily Low
450.81
Daily High
450.81
52 Week Low
353.5899 — 27 Oct 2023
52 Week High
450.83 — 30 Aug 2024
Top 10 Components
Apple Inc. | US |
Berkshire Hathaway Inc. Cl B | US |
Microsoft Corp. | US |
LINDE | US |
VISA Inc. Cl A | US |
Honeywell International Inc. | US |
Coca-Cola Co. | US |
INTERCONTINENTALEXCHANGE INC | US |
Amphenol Corp. Cl A | US |
Waste Management Inc. | US |
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