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
SA9UQUL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0512259976
Last Value
427.89
-6.62 (-1.52%)
As of CET
Week to Week Change
0.36%
52 Week Change
23.03%
Year to Date Change
15.45%
Daily Low
427.77
Daily High
430.44
52 Week Low
318.71 — 27 Oct 2023
52 Week High
434.51 — 16 Jul 2024
Top 10 Components
| Apple Inc. | US |
| MasterCard Inc. Cl A | US |
| Costco Wholesale Corp. | US |
| NVIDIA Corp. | US |
| AT&T Inc. | US |
| SERVICENOW | US |
| PALO ALTO NETWORKS | US |
| WALMART INC. | US |
| McKesson Corp. | US |
| Vertex Pharmaceuticals Inc. | US |
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Low
High
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