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
SA9UMOL
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0512259604
Last Value
554.68
-20.76 (-3.61%)
As of CET
Week to Week Change
-5.97%
52 Week Change
17.73%
Year to Date Change
-6.13%
Daily Low
548.73
Daily High
566.01
52 Week Low
458.33 — 19 Apr 2024
52 Week High
649.21 — 18 Feb 2025
Top 10 Components
| AT&T Inc. | US |
| NVIDIA Corp. | US |
| META PLATFORMS CLASS A | US |
| Apple Inc. | US |
| GE Aerospace | US |
| Philip Morris International In | US |
| SPOTIFY TECHNOLOGY | US |
| GE VERNOVA | US |
| Amazon.com Inc. | US |
| Microsoft Corp. | US |
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Low
High
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