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
SA5UMOGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539523693
Last Value
766.18
-29.57 (-3.72%)
As of CET
Week to Week Change
-3.04%
52 Week Change
47.08%
Year to Date Change
34.97%
Daily Low
766.18
Daily High
766.18
52 Week Low
515.12 — 27 Oct 2023
52 Week High
805.13 — 10 Jul 2024
Top 10 Components
| NVIDIA Corp. | US |
| Eli Lilly & Co. | US |
| GE Aerospace | US |
| META PLATFORMS CLASS A | US |
| Apple Inc. | US |
| Microsoft Corp. | US |
| Amazon.com Inc. | US |
| McKesson Corp. | US |
| Constellation Energy | US |
| KLA | US |
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Low
High
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