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
SA5UVAP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0539523057
Last Value
312.34
-3.43 (-1.09%)
As of CET
Week to Week Change
-1.87%
52 Week Change
24.06%
Year to Date Change
9.87%
Daily Low
311.67
Daily High
318.66
52 Week Low
238.3 — 4 May 2023
52 Week High
323.38 — 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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