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
SA5UMFR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539524188
Last Value
636.13
+2.39 (+0.38%)
As of
CETWeek to Week Change
-0.35%
52 Week Change
34.32%
Year to Date Change
22.68%
Daily Low
636.13
Daily High
636.13
52 Week Low
455.37 — 27 Oct 2023
52 Week High
648.91 — 16 Jul 2024
Top 10 Components
Costco Wholesale Corp. | US |
META PLATFORMS CLASS A | US |
NVIDIA Corp. | US |
GE Aerospace | US |
TJX Cos. | US |
Trane Technologies | US |
Amphenol Corp. Cl A | US |
Cintas Corp. | US |
CADENCE DESIGN SYS. | US |
PHILLIPS 66 | US |
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Low
High
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