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
SA5UMOV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539523578
Last Value
605.66
-3.90 (-0.64%)
As of CET
Week to Week Change
1.10%
52 Week Change
52.41%
Year to Date Change
36.78%
Daily Low
605.66
Daily High
605.66
52 Week Low
388.7 — 27 Oct 2023
52 Week High
609.5599 — 18 Jun 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 |
| McKesson Corp. | US |
| Amazon.com Inc. | US |
| Constellation Energy | US |
| KLA | US |
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Low
High
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