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
15:30-22:15 CET
ISIN
CH0512260271
Last Value
508.37
-0.77 (-0.15%)
As of CET
Week to Week Change
-0.46%
52 Week Change
37.23%
Year to Date Change
22.38%
Daily Low
507.33
Daily High
509.86
52 Week Low
358.1 — 27 Oct 2023
52 Week High
514.65 — 18 Jun 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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