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
SA5UQUL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0539523883
Last Value
354.36
-1.32 (-0.37%)
As of CET
Week to Week Change
-0.95%
52 Week Change
24.11%
Year to Date Change
14.71%
Daily Low
353.59
Daily High
358.18
52 Week Low
285.51 — 30 Sep 2022
52 Week High
373.1 — 31 Jul 2023
Top 10 Components
| Costco Wholesale Corp. | Retail | US |
| Apple Inc. | Technology | US |
| SERVICENOW | Technology | US |
| SALESFORCE INC. | Technology | US |
| Texas Instruments Inc. | Technology | US |
| MasterCard Inc. Cl A | Industrial Goods and Services | US |
| Accenture PLC Cl A | Industrial Goods and Services | US |
| PALO ALTO NETWORKS | Technology | US |
| Progressive Corp. | Insurance | US |
| McKesson Corp. | Personal Care, Drug and Grocery Stores | US |
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Low
High
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STOXX® U.S. Equity Factor
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