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
SA5UVAL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0539523032
Last Value
210.83
-0.89 (-0.42%)
As of CET
Week to Week Change
-2.36%
52 Week Change
13.28%
Year to Date Change
6.40%
Daily Low
210.71
Daily High
212.62
52 Week Low
180.35 — 30 Sep 2022
52 Week High
222 — 31 Jul 2023
Top 10 Components
| Microsoft Corp. | Technology | US |
| ALPHABET CLASS C | Technology | US |
| Verizon Communications Inc. | Telecommunications | US |
| Citigroup Inc. | Banks | US |
| Goldman Sachs Group Inc. | Financial Services | US |
| MARATHON PETROLEUM | Energy | US |
| Apple Inc. | Technology | US |
| THE CIGNA GROUP | Health Care | US |
| Valero Energy Corp. | Energy | US |
| Berkshire Hathaway Inc. Cl B | Financial Services | US |
Zoom
Low
High
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