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
SA9UQUGV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259588
Bloomberg ID
BBG00RHCN6Y9
Last Value
473.15
+2.81 (+0.60%)
As of
CETWeek to Week Change
1.71%
52 Week Change
27.32%
Year to Date Change
6.94%
Daily Low
473.15
Daily High
473.15
52 Week Low
361.22 — 4 May 2023
52 Week High
496.74 — 21 Mar 2024
Top 10 Components
Apple Inc. | US |
Costco Wholesale Corp. | US |
MasterCard Inc. Cl A | US |
SERVICENOW | US |
NVIDIA Corp. | US |
PALO ALTO NETWORKS | US |
AT&T Inc. | US |
McKesson Corp. | US |
WALMART INC. | US |
AIRBNB A | US |
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Low
High
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