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
SA5UMOGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539523024
Bloomberg
SA5UMOGV INDEX
Last Value
779.29
+9.11 (+1.18%)
As of CET
Week to Week Change
3.54%
52 Week Change
56.30%
Year to Date Change
8.28%
Daily Low
779.29
Daily High
779.29
52 Week Low
498.59 — 24 Jan 2024
52 Week High
779.29 — 23 Jan 2025
Top 10 Components
| NVIDIA Corp. | US |
| META PLATFORMS CLASS A | US |
| GE Aerospace | US |
| Apple Inc. | US |
| Microsoft Corp. | US |
| Amazon.com Inc. | US |
| AT&T Inc. | US |
| GE VERNOVA | US |
| McKesson Corp. | US |
| Colgate-Palmolive Co. | US |
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Low
High
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