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
SA5UMFGV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539524022
Bloomberg ID
BBG00THTTT54
Last Value
509.31
-7.83 (-1.51%)
As of
CETWeek to Week Change
-1.90%
52 Week Change
30.79%
Year to Date Change
11.66%
Daily Low
509.31
Daily High
509.31
52 Week Low
374.04 — 4 May 2023
52 Week High
540.62 — 21 Mar 2024
Top 10 Components
Costco Wholesale Corp. | US |
META PLATFORMS CLASS A | US |
GE Aerospace | US |
NVIDIA Corp. | US |
Accenture PLC Cl A | US |
CADENCE DESIGN SYS. | US |
TJX Cos. | US |
PHILLIPS 66 | US |
Roper Technologies Inc. | US |
Capital One Financial Corp. | US |
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Low
High
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