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
SA9UMFV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260255
Last Value
544.21
-3.31 (-0.60%)
As of
CETWeek to Week Change
0.34%
52 Week Change
38.14%
Year to Date Change
14.47%
Daily Low
544.21
Daily High
544.21
52 Week Low
388.19 — 4 May 2023
52 Week High
573.07 — 5 Apr 2024
Top 10 Components
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
Costco Wholesale Corp. | US |
GE Aerospace | US |
Accenture PLC Cl A | US |
CADENCE DESIGN SYS. | US |
MARATHON PETROLEUM | US |
COPART | US |
REGENERON PHARMS. | US |
AFLAC Inc. | US |
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Low
High
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