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
SA9ULRR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260123
Last Value
503.62
+6.03 (+1.21%)
As of CET
Week to Week Change
1.28%
52 Week Change
0.24%
Year to Date Change
3.32%
Daily Low
503.62
Daily High
503.62
52 Week Low
417.8 — 21 Apr 2025
52 Week High
503.62 — 2 Mar 2026
Top 10 Components
| Apple Inc. | US |
| NVIDIA Corp. | US |
| Microsoft Corp. | US |
| LINDE | US |
| Honeywell International Inc. | US |
| Berkshire Hathaway Inc. Cl B | US |
| CME Group Inc. Cl A | US |
| TJX Cos. | US |
| INTERCONTINENTALEXCHANGE INC | US |
| McDonald's Corp. | US |
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