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
585.54
-5.98 (-1.01%)
As of CET
Week to Week Change
-0.77%
52 Week Change
38.70%
Year to Date Change
16.49%
Daily Low
579.43
Daily High
587.21
52 Week Low
410.9 — 4 May 2023
52 Week High
612.41 — 1 Apr 2024
Top 10 Components
| META PLATFORMS CLASS A | US |
| NVIDIA Corp. | US |
| Costco Wholesale Corp. | US |
| GE Aerospace | US |
| Accenture PLC Cl A | US |
| MARATHON PETROLEUM | US |
| CADENCE DESIGN SYS. | US |
| COPART | US |
| REGENERON PHARMS. | US |
| Roper Technologies Inc. | US |
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Low
High
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