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
22:30-22:30 CET
ISIN
CH0539524188
Last Value
743.88
-6.08 (-0.81%)
As of
CETWeek to Week Change
1.99%
52 Week Change
28.80%
Year to Date Change
4.39%
Daily Low
743.88
Daily High
743.88
52 Week Low
573.21 — 6 Feb 2024
52 Week High
756.08 — 23 Jan 2025
Top 10 Components
META PLATFORMS CLASS A | US |
Costco Wholesale Corp. | US |
AT&T Inc. | US |
NVIDIA Corp. | US |
SPOTIFY TECHNOLOGY | US |
GE VERNOVA | US |
Amphenol Corp. Cl A | US |
Trane Technologies | US |
GE Aerospace | US |
Capital One Financial Corp. | US |
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