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
SA9UVAGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259943
Last Value
390.95
+1.92 (+0.49%)
As of CET
Week to Week Change
0.07%
52 Week Change
23.17%
Year to Date Change
11.32%
Daily Low
390.95
Daily High
390.95
52 Week Low
307.02 — 27 Oct 2023
52 Week High
411.77 — 16 Jul 2024
Top 10 Components
| Microsoft Corp. | US |
| AT&T Inc. | US |
| ALPHABET CLASS C | US |
| Citigroup Inc. | US |
| NVIDIA Corp. | US |
| CVS HEALTH CORP. | US |
| Apple Inc. | US |
| MARATHON PETROLEUM | US |
| THE CIGNA GROUP | US |
| D.R. Horton Inc. | US |
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Low
High
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