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
15:30-22:30 CET
ISIN
CH0539523891
Last Value
464.29
+2.55 (+0.55%)
As of CET
Week to Week Change
2.47%
52 Week Change
24.09%
Year to Date Change
3.36%
Daily Low
462.78
Daily High
467.21
52 Week Low
373.51 — 24 Jan 2024
52 Week High
469.9 — 4 Dec 2024
Top 10 Components
| Amphenol Corp. Cl A | US |
| Waste Management Inc. | US |
| CADENCE DESIGN SYS. | US |
| ARISTA NETWORKS | US |
| MOTOROLA SOLUTIONS INC. | US |
| FORTINET | US |
| Paccar Inc. | US |
| INTERCONTINENTALEXCHANGE INC | US |
| Roper Technologies Inc. | US |
| Moody's Corp. | US |
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Low
High
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