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
SA9UQUR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260032
Last Value
704.97
-0.44 (-0.06%)
As of CET
Week to Week Change
-0.18%
52 Week Change
36.96%
Year to Date Change
38.93%
Daily Low
704.97
Daily High
704.97
52 Week Low
500.51 — 4 Jan 2024
52 Week High
716.21 — 4 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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