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
SA9UVAV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259752
Last Value
291.43
+2.58 (+0.89%)
As of
CETWeek to Week Change
1.35%
52 Week Change
26.23%
Year to Date Change
8.73%
Daily Low
291.43
Daily High
291.43
52 Week Low
221.42 — 4 May 2023
52 Week High
300.02 — 28 Mar 2024
Top 10 Components
Microsoft Corp. | US |
AT&T Inc. | US |
ALPHABET CLASS C | US |
Citigroup Inc. | US |
MARATHON PETROLEUM | US |
CVS HEALTH CORP. | US |
META PLATFORMS CLASS A | US |
THE CIGNA GROUP | US |
NVIDIA Corp. | US |
Valero Energy Corp. | US |
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Low
High
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