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
SA9UMFP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0512260313
Last Value
432.96
+6.18 (+1.45%)
As of CET
Week to Week Change
-0.69%
52 Week Change
-2.37%
Year to Date Change
2.32%
Daily Low
425.7
Daily High
432.96
52 Week Low
399.7 — 16 Jun 2022
52 Week High
483.44 — 25 Aug 2022
Top 10 Components
| Accenture PLC Cl A | Industrial Goods and Services | US |
| Costco Wholesale Corp. | Retail | US |
| Exxon Mobil Corp. | Energy | US |
| SYNOPSYS | Technology | US |
| CADENCE DESIGN SYS. | Technology | US |
| MARATHON PETROLEUM | Energy | US |
| MetLife Inc. | Insurance | US |
| RAYTHEON TECHNOLOGIES | Industrial Goods and Services | US |
| REGENERON PHARMS. | Health Care | US |
| Capital One Financial Corp. | Industrial Goods and Services | US |
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Low
High
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