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
15:30-22:30 CET
ISIN
CH0512260586
Last Value
318.33
-5.04 (-1.56%)
As of
CETWeek to Week Change
-1.39%
52 Week Change
11.97%
Year to Date Change
2.60%
Daily Low
316.02
Daily High
321.83
52 Week Low
274.33 — 18 Apr 2024
52 Week High
330.08 — 28 Feb 2025
Top 10 Components
Berkshire Hathaway Inc. Cl B | US |
Apple Inc. | US |
Microsoft Corp. | US |
LINDE | US |
Honeywell International Inc. | US |
INTERCONTINENTALEXCHANGE INC | US |
Coca-Cola Co. | US |
NVIDIA Corp. | US |
Waste Management Inc. | US |
VISA Inc. Cl A | US |
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Low
High
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