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
SA9UMOV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259109
Last Value
683.11
+12.58 (+1.88%)
As of CET
Week to Week Change
6.17%
52 Week Change
68.77%
Year to Date Change
57.55%
Daily Low
683.11
Daily High
683.11
52 Week Low
400.99 — 9 Nov 2023
52 Week High
683.11 — 7 Nov 2024
Top 10 Components
| NVIDIA Corp. | US |
| META PLATFORMS CLASS A | US |
| GE Aerospace | US |
| Apple Inc. | US |
| Eli Lilly & Co. | US |
| McKesson Corp. | US |
| Amazon.com Inc. | US |
| Microsoft Corp. | US |
| APPLOVIN A | US |
| Constellation Energy | US |
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High
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