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
SA5UMFP
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0539524295
Last Value
615.18
-5.38 (-0.87%)
As of CET
Week to Week Change
0.38%
52 Week Change
35.88%
Year to Date Change
0.38%
Daily Low
614.53
Daily High
623.24
52 Week Low
452.75 — 8 Jan 2024
52 Week High
641.29 — 4 Dec 2024
Top 10 Components
| META PLATFORMS CLASS A | US |
| Costco Wholesale Corp. | US |
| NVIDIA Corp. | US |
| AT&T Inc. | US |
| Trane Technologies | US |
| GE VERNOVA | US |
| Amphenol Corp. Cl A | US |
| TJX Cos. | US |
| SPOTIFY TECHNOLOGY | US |
| GE Aerospace | US |
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