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
SA5UMOP
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0539523834
Last Value
764.84
+0.05 (+0.01%)
As of CET
Week to Week Change
0.65%
52 Week Change
58.08%
Year to Date Change
0.95%
Daily Low
754.85
Daily High
764.86
52 Week Low
483.83 — 15 Jan 2024
52 Week High
787.95 — 4 Dec 2024
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 |
| Eli Lilly & Co. | US |
| McKesson Corp. | US |
| Colgate-Palmolive Co. | US |
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