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
SA9ULRR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260123
Last Value
438.46
+0.16 (+0.04%)
As of CET
Week to Week Change
0.35%
52 Week Change
21.48%
Year to Date Change
12.43%
Daily Low
438.46
Daily High
438.46
52 Week Low
353.5899 — 27 Oct 2023
52 Week High
439.57 — 21 Jun 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 |
| Waste Management Inc. | US |
| Amphenol Corp. Cl A | US |
| Procter & Gamble Co. | US |
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