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
SA9UMFP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0512260313
Last Value
592.76
-5.82 (-0.97%)
As of
CETWeek to Week Change
-2.02%
52 Week Change
36.23%
Year to Date Change
17.92%
Daily Low
590.4
Daily High
601.03
52 Week Low
410.9 — 4 May 2023
52 Week High
612.41 — 1 Apr 2024
Top 10 Components
META PLATFORMS CLASS A | US |
NVIDIA Corp. | US |
Costco Wholesale Corp. | US |
GE Aerospace | US |
Accenture PLC Cl A | US |
CADENCE DESIGN SYS. | US |
MARATHON PETROLEUM | US |
REGENERON PHARMS. | US |
COPART | US |
Nucor Corp. | US |
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Low
High
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STOXX® Global 1800 Ax Momentum
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