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
SA9UMOP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0512259117
Last Value
568.81
-14.18 (-2.43%)
As of CET
Week to Week Change
-3.98%
52 Week Change
40.62%
Year to Date Change
23.37%
Daily Low
567.75
Daily High
581.56
52 Week Low
391.08 — 4 May 2023
52 Week High
606.82 — 11 Apr 2024
Top 10 Components
| META PLATFORMS CLASS A | US |
| NVIDIA Corp. | US |
| Eli Lilly & Co. | US |
| GE Aerospace | US |
| Apple Inc. | US |
| McKesson Corp. | US |
| Amazon.com Inc. | US |
| Microsoft Corp. | US |
| Constellation Energy | US |
| Wells Fargo & Co. | US |
Zoom
Low
High
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