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
15:30-22:30 CET
ISIN
CH0539524261
Last Value
508.45
-1.84 (-0.36%)
As of CET
Week to Week Change
2.83%
52 Week Change
30.60%
Year to Date Change
6.92%
Daily Low
507.15
Daily High
510.82
52 Week Low
389.32 — 25 Jan 2024
52 Week High
510.29 — 23 Jan 2025
Top 10 Components
| META PLATFORMS CLASS A | US |
| Costco Wholesale Corp. | US |
| NVIDIA Corp. | US |
| AT&T Inc. | US |
| GE VERNOVA | US |
| Amphenol Corp. Cl A | US |
| Trane Technologies | US |
| Capital One Financial Corp. | US |
| SPOTIFY TECHNOLOGY | US |
| GE Aerospace | US |
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