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
SA5UMFV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539523925
Last Value
52
-13.14 (-2.46%)
As of CET
Week to Week Change
-1.51%
52 Week Change
32.33%
Year to Date Change
21.35%
Daily Low
520
Daily High
520
52 Week Low
363.81 — 27 Oct 2023
52 Week High
533.14 — 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 |
| CADENCE DESIGN SYS. | US |
| Cintas Corp. | US |
| PHILLIPS 66 | US |
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Low
High
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