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
SA9UQUGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259588
Bloomberg
SA9UQUGV INDEX
Last Value
586.73
-5.38 (-0.91%)
As of
CETWeek to Week Change
0.25%
52 Week Change
25.63%
Year to Date Change
2.65%
Daily Low
586.73
Daily High
586.73
52 Week Low
461.77 — 19 Apr 2024
52 Week High
604.27 — 6 Dec 2024
Top 10 Components
Costco Wholesale Corp. | US |
MasterCard Inc. Cl A | US |
NVIDIA Corp. | US |
Apple Inc. | US |
META PLATFORMS CLASS A | US |
AT&T Inc. | US |
WALMART INC. | US |
ALPHABET CLASS C | US |
APPLOVIN A | US |
MERCADOLIBRE | US |
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Low
High
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