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
SA5USZL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0539524071
Last Value
325.86
-7.35 (-2.21%)
As of
CETWeek to Week Change
-1.85%
52 Week Change
10.96%
Year to Date Change
8.22%
Daily Low
325.51
Daily High
331.36
52 Week Low
255.71 — 27 Oct 2023
52 Week High
340.12 — 16 Jul 2024
Top 10 Components
ARISTA NETWORKS | US |
Amphenol Corp. Cl A | US |
CADENCE DESIGN SYS. | US |
Waste Management Inc. | US |
Roper Technologies Inc. | US |
INTERCONTINENTALEXCHANGE INC | US |
Moody's Corp. | US |
Paccar Inc. | US |
Marsh & McLennan Cos. | US |
UNITED RENTALS | US |
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Low
High
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