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
SA9UMFR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260511
Last Value
667.59
-9.71 (-1.43%)
As of CET
Week to Week Change
-2.15%
52 Week Change
37.37%
Year to Date Change
16.05%
Daily Low
667.59
Daily High
667.59
52 Week Low
467.28 — 4 May 2023
52 Week High
701.96 — 1 Apr 2024
Top 10 Components
| NVIDIA Corp. | US |
| META PLATFORMS CLASS A | US |
| Costco Wholesale Corp. | US |
| GE Aerospace | US |
| Accenture PLC Cl A | US |
| CADENCE DESIGN SYS. | US |
| MARATHON PETROLEUM | US |
| COPART | US |
| REGENERON PHARMS. | US |
| AFLAC Inc. | US |
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Low
High
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