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
SA5USZP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0539523891
Last Value
400.71
-2.05 (-0.51%)
As of CET
Week to Week Change
-1.31%
52 Week Change
15.12%
Year to Date Change
9.98%
Daily Low
400.7
Daily High
405.06
52 Week Low
320.07 — 27 Oct 2023
52 Week High
413.98 — 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 |
| Paccar Inc. | US |
| INTERCONTINENTALEXCHANGE INC | US |
| Moody's Corp. | US |
| Marsh & McLennan Cos. | US |
| ONEOK Inc. | US |
Zoom
Low
High
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