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
SA9UMOP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0512259117
Last Value
607.38
-0.40 (-0.07%)
As of
CETWeek to Week Change
1.25%
52 Week Change
47.00%
Year to Date Change
31.74%
Daily Low
605
Daily High
610.7
52 Week Low
406.14 — 24 May 2023
52 Week High
614.69 — 15 May 2024
Top 10 Components
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
Eli Lilly & Co. | US |
GE Aerospace | US |
Apple Inc. | US |
McKesson Corp. | US |
Amazon.com Inc. | US |
Constellation Energy | US |
Microsoft Corp. | US |
Wells Fargo & Co. | US |
Zoom
Low
High
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