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
SA9UMFGV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260552
Bloomberg
SA9UMFGV INDEX
Last Value
632.19
+3.20 (+0.51%)
As of CET
Week to Week Change
1.59%
52 Week Change
37.20%
Year to Date Change
25.45%
Daily Low
632.19
Daily High
632.19
52 Week Low
433.26 — 27 Oct 2023
52 Week High
632.19 — 12 Jul 2024
Top 10 Components
| Costco Wholesale Corp. | US |
| NVIDIA Corp. | US |
| META PLATFORMS CLASS A | US |
| GE Aerospace | US |
| CADENCE DESIGN SYS. | US |
| MARATHON PETROLEUM | US |
| REGENERON PHARMS. | US |
| Bank of New York Mellon Corp. | US |
| Vertex Pharmaceuticals Inc. | US |
| D.R. Horton Inc. | US |
Zoom
Low
High
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