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
SA9UMFGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260735
Last Value
718.54
-1.47 (-0.20%)
As of
CETWeek to Week Change
-0.72%
52 Week Change
39.91%
Year to Date Change
17.83%
Daily Low
718.54
Daily High
718.54
52 Week Low
493.82 — 4 May 2023
52 Week High
744.53 — 1 Apr 2024
Top 10 Components
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
Costco Wholesale Corp. | US |
GE Aerospace | US |
Accenture PLC Cl A | US |
CADENCE DESIGN SYS. | US |
MARATHON PETROLEUM | US |
COPART | US |
REGENERON PHARMS. | US |
D.R. Horton Inc. | US |
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Low
High
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