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
SA5UVAGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539522927
Last Value
392.55
+3.46 (+0.89%)
As of
CETWeek to Week Change
1.63%
52 Week Change
16.46%
Year to Date Change
5.37%
Daily Low
392.55
Daily High
392.55
52 Week Low
307.21 — 23 Mar 2023
52 Week High
392.55 — 7 Feb 2024
Top 10 Components
Microsoft Corp. | US |
ALPHABET CLASS C | US |
AT&T Inc. | US |
Citigroup Inc. | US |
CVS HEALTH CORP. | US |
MARATHON PETROLEUM | US |
META PLATFORMS CLASS A | US |
NVIDIA Corp. | US |
THE CIGNA GROUP | US |
Valero Energy Corp. | US |
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Low
High
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