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
SA9UVAGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259794
Bloomberg
SA9UVAGV INDEX
Last Value
337.02
+0.41 (+0.12%)
As of CET
Week to Week Change
-1.88%
52 Week Change
28.59%
Year to Date Change
16.11%
Daily Low
337.02
Daily High
337.02
52 Week Low
256.66 — 9 Nov 2023
52 Week High
346.77 — 14 Oct 2024
Top 10 Components
| NVIDIA Corp. | US |
| Microsoft Corp. | US |
| AT&T Inc. | US |
| ALPHABET CLASS C | US |
| Citigroup Inc. | US |
| Apple Inc. | US |
| CVS HEALTH CORP. | US |
| Capital One Financial Corp. | US |
| GENERAL MOTORS | US |
| PG&E | US |
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Low
High
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