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
SA5UQUGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539524170
Bloomberg
SA5UQUGV INDEX
Last Value
642.36
+7.54 (+1.19%)
As of CET
Week to Week Change
6.58%
52 Week Change
49.35%
Year to Date Change
34.58%
Daily Low
642.36
Daily High
642.36
52 Week Low
430.09 — 9 Nov 2023
52 Week High
642.36 — 8 Nov 2024
Top 10 Components
| NVIDIA Corp. | US |
| MasterCard Inc. Cl A | US |
| Costco Wholesale Corp. | US |
| Apple Inc. | US |
| SERVICENOW | US |
| PALO ALTO NETWORKS | US |
| META PLATFORMS CLASS A | US |
| WALMART INC. | US |
| AT&T Inc. | US |
| Progressive Corp. | US |
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Low
High
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