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
SA5UQUGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539524170
Bloomberg
SA5UQUGV INDEX
Last Value
586.78
-1.34 (-0.23%)
As of
CETWeek to Week Change
-1.03%
52 Week Change
40.39%
Year to Date Change
22.94%
Daily Low
586.78
Daily High
586.78
52 Week Low
411.37 — 27 Oct 2023
52 Week High
595.41 — 30 Sep 2024
Top 10 Components
Apple Inc. | US |
MasterCard Inc. Cl A | US |
NVIDIA Corp. | US |
Costco Wholesale Corp. | US |
META PLATFORMS CLASS A | US |
AT&T Inc. | US |
WALMART INC. | US |
Progressive Corp. | US |
SERVICENOW | US |
PALO ALTO NETWORKS | US |
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