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
SA5UMOL
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0539523784
Last Value
630.79
+8.14 (+1.31%)
As of
CETWeek to Week Change
-0.27%
52 Week Change
52.94%
Year to Date Change
7.29%
Daily Low
624.58
Daily High
632.42
52 Week Low
412.45 — 31 Jan 2024
52 Week High
636.01 — 23 Jan 2025
Top 10 Components
META PLATFORMS CLASS A | US |
NVIDIA Corp. | US |
GE Aerospace | US |
Apple Inc. | US |
AT&T Inc. | US |
Amazon.com Inc. | US |
Microsoft Corp. | US |
SPOTIFY TECHNOLOGY | US |
Eli Lilly & Co. | US |
APPLOVIN A | US |
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