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
SA9UQUR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260032
Last Value
555.6
+0.06 (+0.01%)
As of CET
Week to Week Change
0.53%
52 Week Change
30.39%
Year to Date Change
9.49%
Daily Low
555.6
Daily High
555.6
52 Week Low
413.39 — 4 May 2023
52 Week High
574.83 — 1 Apr 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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