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
SA9UMOP
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0512259117
Last Value
745.18
+13.59 (+1.86%)
As of CET
Week to Week Change
9.57%
52 Week Change
70.87%
Year to Date Change
61.62%
Daily Low
735.75
Daily High
749.02
52 Week Low
436.11 — 9 Nov 2023
52 Week High
745.1799 — 8 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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