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
SA9ULRV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260644
Last Value
355.23
-0.66 (-0.19%)
As of
CETWeek to Week Change
0.23%
52 Week Change
17.69%
Year to Date Change
10.22%
Daily Low
355.23
Daily High
355.23
52 Week Low
282.48 — 27 Oct 2023
52 Week High
356.32 — 5 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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