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
SA9UMFR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260511
Last Value
585.78
+2.38 (+0.41%)
As of CET
Week to Week Change
2.96%
52 Week Change
18.68%
Year to Date Change
1.83%
Daily Low
585.78
Daily High
585.78
52 Week Low
467.28 — 4 May 2023
52 Week High
585.78 — 11 Jan 2024
Top 10 Components
| META PLATFORMS CLASS A | US |
| NVIDIA Corp. | US |
| Costco Wholesale Corp. | US |
| GE Aerospace | US |
| Accenture PLC Cl A | US |
| CADENCE DESIGN SYS. | US |
| MARATHON PETROLEUM | US |
| REGENERON PHARMS. | US |
| COPART | US |
| Nucor Corp. | US |
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Low
High
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