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
675.27
-12.37 (-1.80%)
As of
CETWeek to Week Change
-3.47%
52 Week Change
17.45%
Year to Date Change
-5.81%
Daily Low
675.27
Daily High
675.27
52 Week Low
552.58 — 19 Apr 2024
52 Week High
788.78 — 18 Feb 2025
Top 10 Components
AT&T Inc. | US |
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
Apple Inc. | US |
GE Aerospace | US |
Philip Morris International In | US |
SPOTIFY TECHNOLOGY | US |
Amazon.com Inc. | US |
GE VERNOVA | US |
PALANTIR TECHNOLOGIES A | US |
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