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
SA5UQUV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539523966
Last Value
547.08
+4.64 (+0.86%)
As of
CETWeek to Week Change
0.56%
52 Week Change
35.62%
Year to Date Change
21.09%
Daily Low
547.08
Daily High
547.08
52 Week Low
389.8399 — 27 Oct 2023
52 Week High
547.51 — 21 Aug 2024
Top 10 Components
Apple Inc. | US |
Costco Wholesale Corp. | US |
NVIDIA Corp. | US |
SERVICENOW | US |
AT&T Inc. | US |
PALO ALTO NETWORKS | US |
MasterCard Inc. Cl A | US |
Progressive Corp. | US |
META PLATFORMS CLASS A | US |
WALMART INC. | US |
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Low
High
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