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
SA5UVAR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539523529
Last Value
382.79
+4.49 (+1.19%)
As of
CETWeek to Week Change
0.88%
52 Week Change
28.96%
Year to Date Change
11.41%
Daily Low
382.79
Daily High
382.79
52 Week Low
285.21 — 4 May 2023
52 Week High
392.31 — 1 Apr 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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