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
SA5UQUL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0539523883
Last Value
457.84
-2.30 (-0.50%)
As of CET
Week to Week Change
-1.06%
52 Week Change
23.11%
Year to Date Change
15.03%
Daily Low
456.12
Daily High
463.39
52 Week Low
343.94 — 27 Oct 2023
52 Week High
466.87 — 16 Jul 2024
Top 10 Components
| Apple Inc. | US |
| Costco Wholesale Corp. | US |
| NVIDIA Corp. | US |
| SERVICENOW | US |
| PALO ALTO NETWORKS | US |
| AT&T Inc. | US |
| MasterCard Inc. Cl A | US |
| META PLATFORMS CLASS A | US |
| WALMART INC. | US |
| Progressive Corp. | US |
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Low
High
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