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
639.69
-17.85 (-2.74%)
As of
CETWeek to Week Change
-0.65%
52 Week Change
32.07%
Year to Date Change
0.77%
Daily Low
639.69
Daily High
639.69
52 Week Low
484.37 — 10 Jan 2024
52 Week High
669.58 — 6 Dec 2024
Top 10 Components
MasterCard Inc. Cl A | US |
Costco Wholesale Corp. | US |
Apple Inc. | US |
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
WALMART INC. | US |
AT&T Inc. | US |
ALPHABET CLASS C | US |
PALO ALTO NETWORKS | US |
APPLOVIN A | US |
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Low
High
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