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
SA5UMFGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539524204
Last Value
678.33
+2.55 (+0.38%)
As of
CETWeek to Week Change
-0.35%
52 Week Change
34.81%
Year to Date Change
22.91%
Daily Low
678.33
Daily High
678.33
52 Week Low
484.02 — 27 Oct 2023
52 Week High
691.66 — 16 Jul 2024
Top 10 Components
META PLATFORMS CLASS A | US |
Costco Wholesale Corp. | US |
AT&T Inc. | US |
NVIDIA Corp. | US |
GE Aerospace | US |
Trane Technologies | US |
Amphenol Corp. Cl A | US |
Cintas Corp. | US |
TJX Cos. | US |
D.R. Horton Inc. | US |
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Low
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