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
22:15-22:15 CET
ISIN
CH0539523578
Last Value
557.89
+11.40 (+2.09%)
As of
CETWeek to Week Change
4.22%
52 Week Change
46.30%
Year to Date Change
25.99%
Daily Low
557.89
Daily High
557.89
52 Week Low
380 — 16 May 2023
52 Week High
564.96 — 5 Apr 2024
Top 10 Components
NVIDIA Corp. | US |
GE Aerospace | US |
META PLATFORMS CLASS A | US |
Eli Lilly & Co. | US |
Apple Inc. | US |
Microsoft Corp. | US |
Amazon.com Inc. | US |
McKesson Corp. | US |
KLA | US |
Vertex Pharmaceuticals Inc. | US |
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Low
High
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