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
SA9UVAGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259794
Bloomberg
SA9UVAGV INDEX
Last Value
351.03
+2.89 (+0.83%)
As of
CETWeek to Week Change
1.59%
52 Week Change
20.84%
Year to Date Change
4.52%
Daily Low
351.03
Daily High
351.03
52 Week Low
290.49 — 22 Jan 2024
52 Week High
357.62 — 25 Nov 2024
Top 10 Components
NVIDIA Corp. | US |
Microsoft Corp. | US |
Citigroup Inc. | US |
ALPHABET CLASS C | US |
Berkshire Hathaway Inc. Cl B | US |
AT&T Inc. | US |
Apple Inc. | US |
Capital One Financial Corp. | US |
CVS HEALTH CORP. | US |
META PLATFORMS CLASS A | US |
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Low
High
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