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
SA9UMOGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259612
Bloomberg
SA9UMOGV INDEX
Last Value
672.39
+0.66 (+0.10%)
As of
CETWeek to Week Change
0.05%
52 Week Change
64.21%
Year to Date Change
46.71%
Daily Low
672.39
Daily High
672.39
52 Week Low
400.3 — 27 Oct 2023
52 Week High
675.74 — 25 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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