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
SA5USZGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539524113
Last Value
555.77
+4.53 (+0.82%)
As of
CETWeek to Week Change
0.25%
52 Week Change
26.05%
Daily Low
555.77
Daily High
555.77
52 Week Low
437.08 — 5 Jan 2024
52 Week High
580.6 — 4 Dec 2024
Top 10 Components
Amphenol Corp. Cl A | US |
Waste Management Inc. | US |
CADENCE DESIGN SYS. | US |
FORTINET | US |
ARISTA NETWORKS | US |
INTERCONTINENTALEXCHANGE INC | US |
Roper Technologies Inc. | US |
MOTOROLA SOLUTIONS INC. | US |
Moody's Corp. | US |
SPOTIFY TECHNOLOGY | US |
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