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
478.52
+2.75 (+0.58%)
As of
CETWeek to Week Change
0.35%
52 Week Change
5.23%
Year to Date Change
13.08%
Daily Low
477.76
Daily High
479.34
52 Week Low
410.9 — 4 May 2023
52 Week High
480.42 — 14 Nov 2023
Top 10 Components
Accenture PLC Cl A | US |
General Electric Co. | US |
Costco Wholesale Corp. | US |
SYNOPSYS | US |
CADENCE DESIGN SYS. | US |
NVIDIA Corp. | US |
MARATHON PETROLEUM | US |
Exxon Mobil Corp. | US |
COPART | US |
AFLAC Inc. | US |
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Low
High
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