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
SA9UVAP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0512259406
Last Value
279.77
-0.53 (-0.19%)
As of CET
Week to Week Change
-0.19%
52 Week Change
12.33%
Year to Date Change
3.93%
Daily Low
278.67
Daily High
280.7
52 Week Low
223.44 — 4 May 2023
52 Week High
280.3 — 2 Feb 2024
Top 10 Components
| Microsoft Corp. | US |
| AT&T Inc. | US |
| Citigroup Inc. | US |
| ALPHABET CLASS C | US |
| CVS HEALTH CORP. | US |
| MARATHON PETROLEUM | US |
| META PLATFORMS CLASS A | US |
| THE CIGNA GROUP | US |
| Valero Energy Corp. | US |
| Capital One Financial Corp. | US |
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Low
High
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