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
SA5UVAGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539522927
Last Value
414.77
+1.54 (+0.37%)
As of
CETWeek to Week Change
0.05%
52 Week Change
23.64%
Year to Date Change
11.33%
Daily Low
414.77
Daily High
414.77
52 Week Low
324.67 — 27 Oct 2023
52 Week High
439.25 — 16 Jul 2024
Top 10 Components
AT&T Inc. | US |
ALPHABET CLASS C | US |
Microsoft Corp. | US |
Citigroup Inc. | US |
NVIDIA Corp. | US |
Apple Inc. | US |
CVS HEALTH CORP. | US |
THE CIGNA GROUP | US |
MARATHON PETROLEUM | US |
D.R. Horton Inc. | US |
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Low
High
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