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
SA5UMFV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539523925
Last Value
496.37
+0.35 (+0.07%)
As of
CETWeek to Week Change
0.59%
52 Week Change
38.51%
Year to Date Change
15.83%
Daily Low
496.37
Daily High
496.37
52 Week Low
354.47 — 16 May 2023
52 Week High
507.61 — 21 Mar 2024
Top 10 Components
Costco Wholesale Corp. | US |
META PLATFORMS CLASS A | US |
GE Aerospace | US |
NVIDIA Corp. | US |
Accenture PLC Cl A | US |
CADENCE DESIGN SYS. | US |
TJX Cos. | US |
PHILLIPS 66 | US |
Microsoft Corp. | US |
Roper Technologies Inc. | US |
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Low
High
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