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
SA9UQUGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259729
Last Value
498.4
+0.35 (+0.07%)
As of CET
Week to Week Change
-0.36%
52 Week Change
4.96%
Year to Date Change
17.14%
52 Week Low
421.68 — 28 Dec 2022
52 Week High
500.54 — 5 Sep 2023
Top 10 Components
| Costco Wholesale Corp. | Retail | US |
| Apple Inc. | Technology | US |
| Texas Instruments Inc. | Technology | US |
| SERVICENOW | Technology | US |
| SALESFORCE INC. | Technology | US |
| PALO ALTO NETWORKS | Technology | US |
| WALMART INC. | Retail | US |
| Vertex Pharmaceuticals Inc. | Health Care | US |
| McKesson Corp. | Personal Care, Drug and Grocery Stores | US |
| Valero Energy Corp. | Energy | US |
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Low
High
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