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
SA9UMOGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260024
Last Value
800.95
-0.14 (-0.02%)
As of CET
Week to Week Change
1.36%
52 Week Change
56.08%
Year to Date Change
44.43%
Daily Low
800.95
Daily High
800.95
52 Week Low
501.08 — 27 Oct 2023
52 Week High
801.09 — 24 Sep 2024
Top 10 Components
| NVIDIA Corp. | US |
| META PLATFORMS CLASS A | US |
| GE Aerospace | US |
| Eli Lilly & Co. | US |
| Apple Inc. | US |
| Amazon.com Inc. | US |
| Microsoft Corp. | US |
| Constellation Energy | US |
| McKesson Corp. | US |
| Colgate-Palmolive Co. | US |
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