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
746.4
-5.48 (-0.73%)
As of CET
Week to Week Change
-1.89%
52 Week Change
44.07%
Year to Date Change
34.59%
Daily Low
746.4
Daily High
746.4
52 Week Low
501.08 — 27 Oct 2023
52 Week High
798.51 — 10 Jul 2024
Top 10 Components
| NVIDIA Corp. | US |
| Eli Lilly & Co. | US |
| META PLATFORMS CLASS A | US |
| GE Aerospace | US |
| Apple Inc. | US |
| McKesson Corp. | US |
| Microsoft Corp. | US |
| Amazon.com Inc. | US |
| Constellation Energy | US |
| Wells Fargo & Co. | US |
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Low
High
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