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
SA9UMFL
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0512260271
Last Value
536.52
-8.76 (-1.61%)
As of CET
Week to Week Change
-1.08%
52 Week Change
27.09%
Year to Date Change
0.31%
Daily Low
535.63
Daily High
541.47
52 Week Low
421.46 — 17 Jan 2024
52 Week High
578.27 — 4 Dec 2024
Top 10 Components
| META PLATFORMS CLASS A | US |
| Costco Wholesale Corp. | US |
| NVIDIA Corp. | US |
| GE Aerospace | US |
| GE VERNOVA | US |
| Cintas Corp. | US |
| AT&T Inc. | US |
| Bank of New York Mellon Corp. | US |
| SPOTIFY TECHNOLOGY | US |
| AFLAC Inc. | US |
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Low
High
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