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
SA9ULRL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0512260586
Last Value
296.68
-1.44 (-0.48%)
As of
CETWeek to Week Change
0.19%
52 Week Change
15.28%
Year to Date Change
10.59%
Daily Low
295.05
Daily High
299.19
52 Week Low
235.98 — 27 Oct 2023
52 Week High
302.99 — 16 Jul 2024
Top 10 Components
Berkshire Hathaway Inc. Cl B | US |
Apple Inc. | US |
Microsoft Corp. | US |
LINDE | US |
Coca-Cola Co. | US |
VISA Inc. Cl A | US |
Honeywell International Inc. | US |
T-Mobile US Inc | US |
Amphenol Corp. Cl A | US |
Waste Management Inc. | US |
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Low
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