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
SA5UMOP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0539523834
Last Value
566.65
-14.59 (-2.51%)
As of
CETWeek to Week Change
-4.04%
52 Week Change
38.42%
Year to Date Change
21.12%
Daily Low
565.76
Daily High
579.85
52 Week Low
395.46 — 4 May 2023
52 Week High
604.22 — 11 Apr 2024
Top 10 Components
META PLATFORMS CLASS A | US |
NVIDIA Corp. | US |
GE Aerospace | US |
Eli Lilly & Co. | US |
Apple Inc. | US |
Microsoft Corp. | US |
Amazon.com Inc. | US |
McKesson Corp. | US |
UBER TECHNOLOGIES | US |
ConocoPhillips | US |
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Low
High
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