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
15:30-22:15 CET
ISIN
CH0539524295
Last Value
551.72
+0.36 (+0.07%)
As of CET
Week to Week Change
0.09%
52 Week Change
37.16%
Year to Date Change
22.86%
Daily Low
550.75
Daily High
555.97
52 Week Low
395.14 — 27 Oct 2023
52 Week High
557.54 — 10 Jul 2024
Top 10 Components
| Costco Wholesale Corp. | US |
| META PLATFORMS CLASS A | US |
| NVIDIA Corp. | US |
| GE Aerospace | US |
| Amphenol Corp. Cl A | US |
| TJX Cos. | US |
| Trane Technologies | US |
| CADENCE DESIGN SYS. | US |
| Cintas Corp. | US |
| PHILLIPS 66 | US |
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Low
High
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1Y Volatility
0.09%
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STOXX® Global 1800 Ax Momentum
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1Y Volatility
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