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
SA5UVAV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539523768
Last Value
334.61
-3.12 (-0.92%)
As of
CETWeek to Week Change
-1.38%
52 Week Change
14.96%
Year to Date Change
3.19%
Daily Low
334.61
Daily High
334.61
52 Week Low
290.92 — 6 Feb 2024
52 Week High
344.5299 — 25 Nov 2024
Top 10 Components
NVIDIA Corp. | US |
Citigroup Inc. | US |
ALPHABET CLASS C | US |
Microsoft Corp. | US |
Berkshire Hathaway Inc. Cl B | US |
Apple Inc. | US |
AT&T Inc. | US |
Elevance Health | US |
CVS HEALTH CORP. | US |
Capital One Financial Corp. | US |
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Low
High
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