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
SA5UMOR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539522919
Last Value
673.12
+9.23 (+1.39%)
As of CET
Week to Week Change
2.12%
52 Week Change
45.85%
Year to Date Change
25.63%
Daily Low
673.12
Daily High
673.12
52 Week Low
449.97 — 4 May 2023
52 Week High
691.53 — 5 Apr 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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