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
SA5UMOGV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539523024
Bloomberg ID
BBG00THTTT36
Last Value
530.73
+7.61 (+1.45%)
As of CET
Week to Week Change
4.56%
52 Week Change
30.14%
Year to Date Change
13.12%
Daily Low
530.73
Daily High
530.73
52 Week Low
383.12 — 15 Mar 2023
52 Week High
530.73 — 7 Feb 2024
Top 10 Components
| NVIDIA Corp. | US |
| GE Aerospace | US |
| META PLATFORMS CLASS A | US |
| Eli Lilly & Co. | US |
| Apple Inc. | US |
| Microsoft Corp. | US |
| Amazon.com Inc. | US |
| McKesson Corp. | US |
| UBER TECHNOLOGIES | US |
| ConocoPhillips | US |
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Low
High
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