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
545.94
-0.82 (-0.15%)
As of CET
Week to Week Change
-0.03%
52 Week Change
3.26%
Year to Date Change
13.83%
Daily Low
545.94
Daily High
545.94
52 Week Low
467.28 — 4 May 2023
52 Week High
549.21 — 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 |
| MARATHON PETROLEUM | US |
| NVIDIA Corp. | US |
| Exxon Mobil Corp. | US |
| COPART | US |
| Roper Technologies Inc. | US |
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Low
High
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