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
SA5USZGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539523875
Bloomberg
SA5USZGV INDEX
Last Value
416.92
+1.78 (+0.43%)
As of CET
Week to Week Change
2.49%
52 Week Change
23.80%
Year to Date Change
13.28%
Daily Low
416.92
Daily High
416.92
52 Week Low
311.5899 — 27 Oct 2023
52 Week High
419.79 — 30 Aug 2024
Top 10 Components
| ARISTA NETWORKS | US |
| Amphenol Corp. Cl A | US |
| Waste Management Inc. | US |
| CADENCE DESIGN SYS. | US |
| INTERCONTINENTALEXCHANGE INC | US |
| Roper Technologies Inc. | US |
| MOTOROLA SOLUTIONS INC. | US |
| Moody's Corp. | US |
| Paccar Inc. | US |
| Marsh & McLennan Cos. | US |
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Low
High
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