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
SA9UVAP
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0512259406
Last Value
318.29
-1.03 (-0.32%)
As of CET
Week to Week Change
0.32%
52 Week Change
32.24%
Year to Date Change
18.24%
Daily Low
316.92
Daily High
318.78
52 Week Low
236.32 — 27 Oct 2023
52 Week High
319.32 — 17 Oct 2024
Top 10 Components
| NVIDIA Corp. | US |
| Microsoft Corp. | US |
| AT&T Inc. | US |
| ALPHABET CLASS C | US |
| Citigroup Inc. | US |
| Apple Inc. | US |
| CVS HEALTH CORP. | US |
| Capital One Financial Corp. | US |
| GENERAL MOTORS | US |
| PG&E | US |
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Low
High
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1Y Volatility
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