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
SA5UVAR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539523529
Last Value
380.06
+1.12 (+0.30%)
As of
CETWeek to Week Change
1.44%
52 Week Change
30.81%
Year to Date Change
10.62%
Daily Low
380.06
Daily High
380.06
52 Week Low
289.85 — 10 May 2023
52 Week High
392.31 — 1 Apr 2024
Top 10 Components
Microsoft Corp. | US |
ALPHABET CLASS C | US |
AT&T Inc. | US |
Citigroup Inc. | US |
CVS HEALTH CORP. | US |
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
MARATHON PETROLEUM | US |
THE CIGNA GROUP | US |
Apple Inc. | US |
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Low
High
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