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
SA5UVAGV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539523255
Bloomberg
SA5UVAGV INDEX
Last Value
348.58
+0.78 (+0.22%)
As of CET
Week to Week Change
0.46%
52 Week Change
27.63%
Year to Date Change
13.21%
Daily Low
348.58
Daily High
348.58
52 Week Low
259.39 — 27 Oct 2023
52 Week High
348.58 — 9 Jul 2024
Top 10 Components
| AT&T Inc. | US |
| ALPHABET CLASS C | US |
| Microsoft Corp. | US |
| Citigroup Inc. | US |
| NVIDIA Corp. | US |
| CVS HEALTH CORP. | US |
| Apple Inc. | US |
| Intel Corp. | US |
| THE CIGNA GROUP | US |
| MARATHON PETROLEUM | US |
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Low
High
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