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
420.48
+4.97 (+1.20%)
As of
CETWeek to Week Change
0.03%
52 Week Change
34.53%
Year to Date Change
13.30%
Daily Low
418.34
Daily High
421.5
52 Week Low
307.61 — 4 May 2023
52 Week High
438.98 — 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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