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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
SA5USZR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539524097
Last Value
9,358.26
+47.92 (-2.35%)
As of
CETWeek to Week Change
-0.514%
52 Week Change
10.061%
Year to Date Change
1.649%
Daily Low
9306.97
Daily High
9368.25
52 Week Low
8213.95 — 5 Aug 2024
52 Week High
9699.1 — 19 Feb 2025
Top 10 Components
Waste Management Inc. | US |
Amphenol Corp. Cl A | US |
INTERCONTINENTALEXCHANGE INC | US |
FORTINET | US |
Roper Technologies Inc. | US |
CADENCE DESIGN SYS. | US |
Paccar Inc. | US |
MOTOROLA SOLUTIONS INC. | US |
Marsh & McLennan Cos. | US |
Moody's Corp. | US |
Zoom
9307.2099
Low
9368.2099
High
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