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
SA5USZV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539524105
Last Value
387.56
+2.82 (+0.73%)
As of CET
Week to Week Change
2.93%
52 Week Change
22.45%
Year to Date Change
11.87%
Daily Low
387.56
Daily High
387.56
52 Week Low
293.56 — 27 Oct 2023
52 Week High
393.1 — 16 Jul 2024
Top 10 Components
| ARISTA NETWORKS | US |
| Amphenol Corp. Cl A | US |
| Waste Management Inc. | US |
| CADENCE DESIGN SYS. | US |
| INTERCONTINENTALEXCHANGE INC | US |
| Roper Technologies Inc. | US |
| Moody's Corp. | US |
| D.R. Horton Inc. | US |
| ONEOK Inc. | US |
| Marsh & McLennan Cos. | US |
Zoom
Low
High
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