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
SA5UMFV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539523925
Last Value
381.31
-6.12 (-1.58%)
As of CET
Week to Week Change
-1.80%
52 Week Change
16.05%
Year to Date Change
8.26%
Daily Low
381.31
Daily High
381.31
52 Week Low
319.45 — 30 Sep 2022
52 Week High
396.75 — 25 Jul 2023
Top 10 Components
| Costco Wholesale Corp. | Retail | US |
| General Electric Co. | Industrial Goods and Services | US |
| Accenture PLC Cl A | Industrial Goods and Services | US |
| TJX Cos. | Retail | US |
| CADENCE DESIGN SYS. | Technology | US |
| PHILLIPS 66 | Energy | US |
| NVIDIA Corp. | Technology | US |
| Roper Technologies Inc. | Technology | US |
| Texas Instruments Inc. | Technology | US |
| ARISTA NETWORKS | Telecommunications | US |
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Low
High
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