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
SA9UQUL
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0512259976
Last Value
486.35
-0.10 (-0.02%)
As of CET
Week to Week Change
2.22%
52 Week Change
29.11%
Year to Date Change
31.23%
Daily Low
484.26
Daily High
486.45
52 Week Low
365.95 — 4 Jan 2024
52 Week High
501.72 — 6 Dec 2024
Top 10 Components
| NVIDIA Corp. | US |
| Apple Inc. | US |
| MasterCard Inc. Cl A | US |
| Costco Wholesale Corp. | US |
| ALPHABET CLASS C | US |
| META PLATFORMS CLASS A | US |
| WALMART INC. | US |
| AT&T Inc. | US |
| MERCADOLIBRE | US |
| APPLOVIN A | US |
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