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
SA5UVAGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539522927
Last Value
554.07
+2.50 (+0.45%)
As of CET
Week to Week Change
1.21%
52 Week Change
33.21%
Year to Date Change
9.34%
Daily Low
554.07
Daily High
554.07
52 Week Low
409.04 — 26 May 2025
52 Week High
554.07 — 21 May 2026
Top 10 Components
| NVIDIA Corp. | US |
| Citigroup Inc. | US |
| Apple Inc. | US |
| Walt Disney Co. | US |
| Microsoft Corp. | US |
| ALPHABET CLASS C | US |
| Comcast Corp. Cl A | US |
| Pfizer Inc. | US |
| EOG Resources Inc. | US |
| AT&T Inc. | US |
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Low
High
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