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
SA9UMOGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259612
Bloomberg
SA9UMOGV INDEX
Last Value
735.46
+2.53 (+0.35%)
As of CET
Week to Week Change
6.54%
52 Week Change
70.55%
Year to Date Change
60.48%
Daily Low
735.46
Daily High
735.46
52 Week Low
431.23 — 13 Nov 2023
52 Week High
735.46 — 11 Nov 2024
Top 10 Components
| NVIDIA Corp. | US |
| META PLATFORMS CLASS A | US |
| GE Aerospace | US |
| Eli Lilly & Co. | US |
| Apple Inc. | US |
| McKesson Corp. | US |
| Amazon.com Inc. | US |
| APPLOVIN A | US |
| Microsoft Corp. | US |
| Wells Fargo & Co. | US |
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Low
High
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