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
22:30-22:30 CET
ISIN
CH0512260511
Last Value
804.15
-7.03 (-0.87%)
As of CET
Week to Week Change
-2.43%
52 Week Change
38.86%
Year to Date Change
39.78%
Daily Low
804.15
Daily High
804.15
52 Week Low
567.8 — 4 Jan 2024
52 Week High
837.87 — 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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