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
SA5UQUL
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0539523883
Last Value
525.41
+7.28 (+1.41%)
As of CET
Week to Week Change
5.27%
52 Week Change
45.21%
Year to Date Change
32.01%
Daily Low
520.68
Daily High
526.22
52 Week Low
359.37 — 9 Nov 2023
52 Week High
525.41 — 7 Nov 2024
Top 10 Components
| NVIDIA Corp. | US |
| MasterCard Inc. Cl A | US |
| Apple Inc. | US |
| Costco Wholesale Corp. | US |
| SERVICENOW | US |
| META PLATFORMS CLASS A | US |
| PALO ALTO NETWORKS | US |
| WALMART INC. | US |
| AT&T Inc. | US |
| Progressive Corp. | US |
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