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
SA5UMOR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539522919
Last Value
712.61
+8.95 (+1.27%)
As of CET
Week to Week Change
-2.11%
52 Week Change
42.35%
Year to Date Change
33.00%
Daily Low
712.61
Daily High
712.61
52 Week Low
486.53 — 27 Oct 2023
52 Week High
758.94 — 10 Jul 2024
Top 10 Components
| Eli Lilly & Co. | US |
| NVIDIA Corp. | US |
| GE Aerospace | US |
| META PLATFORMS CLASS A | US |
| Apple Inc. | US |
| Microsoft Corp. | US |
| McKesson Corp. | US |
| Amazon.com Inc. | US |
| Constellation Energy | US |
| Vertex Pharmaceuticals Inc. | US |
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Low
High
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