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
SA9UVAL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0512259489
Last Value
248.84
+2.66 (+1.08%)
As of
CETWeek to Week Change
3.24%
52 Week Change
23.27%
Year to Date Change
11.85%
Daily Low
246.79
Daily High
248.84
52 Week Low
188.79 — 27 Oct 2023
52 Week High
256.3399 — 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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