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
SA5UMOV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539523578
Last Value
679
-3.45 (-0.51%)
As of
CETWeek to Week Change
-1.01%
52 Week Change
48.17%
Year to Date Change
0.22%
Daily Low
679
Daily High
679
52 Week Low
454.7 — 17 Jan 2024
52 Week High
721.5 — 4 Dec 2024
Top 10 Components
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
GE Aerospace | US |
Apple Inc. | US |
Microsoft Corp. | US |
Amazon.com Inc. | US |
AT&T Inc. | US |
Eli Lilly & Co. | US |
McKesson Corp. | US |
Colgate-Palmolive Co. | US |
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Low
High
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