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
22:30-22:30 CET
ISIN
CH0539524022
Bloomberg
SA5UMFGV INDEX
Last Value
623.73
-7.26 (-1.15%)
As of
CETWeek to Week Change
0.99%
52 Week Change
25.25%
Year to Date Change
5.65%
Daily Low
623.73
Daily High
623.73
52 Week Low
495.12 — 6 Feb 2024
52 Week High
634.02 — 23 Jan 2025
Top 10 Components
META PLATFORMS CLASS A | US |
Costco Wholesale Corp. | US |
AT&T Inc. | US |
NVIDIA Corp. | US |
SPOTIFY TECHNOLOGY | US |
Amphenol Corp. Cl A | US |
GE VERNOVA | US |
Trane Technologies | US |
GE Aerospace | US |
Capital One Financial Corp. | US |
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