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
SA9UMFGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260735
Last Value
831.58
-23.22 (-2.72%)
As of CET
Week to Week Change
-4.51%
52 Week Change
35.47%
Year to Date Change
36.37%
Daily Low
831.58
Daily High
831.58
52 Week Low
601.87 — 4 Jan 2024
52 Week High
890.56 — 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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