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
SA9UVAR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259398
Last Value
284.2
-1.07 (-0.38%)
As of CET
Week to Week Change
-2.08%
52 Week Change
1.58%
Year to Date Change
2.61%
52 Week Low
266.5299 — 4 May 2023
52 Week High
320.13 — 16 Aug 2022
Top 10 Components
| Microsoft Corp. | Technology | US |
| Verizon Communications Inc. | Telecommunications | US |
| ALPHABET CLASS C | Technology | US |
| Citigroup Inc. | Banks | US |
| Goldman Sachs Group Inc. | Financial Services | US |
| Valero Energy Corp. | Energy | US |
| THE CIGNA GROUP | Health Care | US |
| Apple Inc. | Technology | US |
| Pfizer Inc. | Health Care | US |
| GENERAL MOTORS | Automobiles and Parts | US |
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Low
High
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