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
SA9UMFGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260735
Last Value
765.71
-3.34 (-0.43%)
As of
CETWeek to Week Change
-0.74%
52 Week Change
41.18%
Year to Date Change
25.57%
Daily Low
765.71
Daily High
765.71
52 Week Low
541.71 — 7 Jul 2023
52 Week High
773.22 — 18 Jun 2024
Top 10 Components
Costco Wholesale Corp. | US |
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
GE Aerospace | US |
CADENCE DESIGN SYS. | US |
MARATHON PETROLEUM | US |
REGENERON PHARMS. | US |
Bank of New York Mellon Corp. | US |
Vertex Pharmaceuticals Inc. | US |
D.R. Horton Inc. | US |
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Low
High
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