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
SA9UQUL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0512259976
Last Value
396.37
+1.26 (+0.32%)
As of CET
Week to Week Change
2.01%
52 Week Change
26.20%
Year to Date Change
6.95%
Daily Low
394.5
Daily High
397.86
52 Week Low
305.23 — 4 May 2023
52 Week High
415.27 — 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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