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
SA9UMOGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260024
Last Value
710.57
+8.98 (+1.28%)
As of
CETWeek to Week Change
2.13%
52 Week Change
49.15%
Year to Date Change
28.13%
Daily Low
710.57
Daily High
710.57
52 Week Low
466.37 — 4 May 2023
52 Week High
729.42 — 5 Apr 2024
Top 10 Components
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
Eli Lilly & Co. | US |
GE Aerospace | US |
Apple Inc. | US |
McKesson Corp. | US |
Amazon.com Inc. | US |
Microsoft Corp. | US |
Constellation Energy | US |
Wells Fargo & Co. | US |
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Low
High
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