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
15:30-22:30 CET
ISIN
CH0539523883
Last Value
550.77
-2.76 (-0.50%)
As of
CETWeek to Week Change
1.27%
52 Week Change
28.33%
Year to Date Change
4.91%
Daily Low
550.51
Daily High
556.81
52 Week Low
410.22 — 1 May 2024
52 Week High
553.9 — 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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