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
SA9ULRP
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0512260297
Last Value
410.62
+4.92 (+1.21%)
As of CET
Week to Week Change
1.25%
52 Week Change
-0.65%
Year to Date Change
3.17%
Daily Low
406.2
Daily High
410.62
52 Week Low
343.29 — 21 Apr 2025
52 Week High
413.32 — 3 Mar 2025
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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