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
SA9UQUGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259588
Bloomberg
SA9UQUGV INDEX
Last Value
570.99
+12.33 (+2.21%)
As of
CETWeek to Week Change
3.38%
52 Week Change
15.72%
Year to Date Change
-0.10%
Daily Low
570.99
Daily High
570.99
52 Week Low
461.77 — 19 Apr 2024
52 Week High
619.42 — 18 Feb 2025
Top 10 Components
Costco Wholesale Corp. | US |
MasterCard Inc. Cl A | US |
Apple Inc. | US |
NVIDIA Corp. | US |
WALMART INC. | US |
ALPHABET CLASS C | US |
META PLATFORMS CLASS A | US |
MERCADOLIBRE | US |
CROWDSTRIKE HOLDINGS A | US |
McKesson Corp. | US |
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