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
SA5UMFL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0539524261
Last Value
453.35
+0.29 (+0.06%)
As of CET
Week to Week Change
-1.48%
52 Week Change
31.90%
Year to Date Change
22.16%
Daily Low
453
Daily High
456.46
52 Week Low
315.69 — 27 Oct 2023
52 Week High
460.18 — 16 Jul 2024
Top 10 Components
| Costco Wholesale Corp. | US |
| META PLATFORMS CLASS A | US |
| NVIDIA Corp. | US |
| GE Aerospace | US |
| TJX Cos. | US |
| Amphenol Corp. Cl A | US |
| Trane Technologies | US |
| CADENCE DESIGN SYS. | US |
| Cintas Corp. | US |
| Roper Technologies Inc. | US |
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Low
High
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