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
15:30-22:15 CET
ISIN
CH0512259406
Last Value
298.45
+3.55 (+1.20%)
As of
CETWeek to Week Change
1.01%
52 Week Change
29.55%
Year to Date Change
10.87%
Daily Low
296.27
Daily High
298.91
52 Week Low
223.44 — 4 May 2023
52 Week High
305.7 — 1 Apr 2024
Top 10 Components
Microsoft Corp. | US |
AT&T Inc. | US |
ALPHABET CLASS C | US |
Citigroup Inc. | US |
MARATHON PETROLEUM | US |
CVS HEALTH CORP. | US |
META PLATFORMS CLASS A | US |
THE CIGNA GROUP | US |
NVIDIA Corp. | US |
Valero Energy Corp. | US |
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Low
High
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