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
SA5UQUR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539523487
Last Value
848.25
-4.67 (-0.55%)
As of CET
Week to Week Change
1.41%
52 Week Change
30.44%
Year to Date Change
4.27%
Daily Low
848.25
Daily High
848.25
52 Week Low
650.3099 — 22 Apr 2025
52 Week High
852.92 — 20 Apr 2026
Top 10 Components
| NVIDIA Corp. | US |
| Apple Inc. | US |
| MasterCard Inc. Cl A | US |
| Costco Wholesale Corp. | US |
| Lam Research Corp. | US |
| META PLATFORMS CLASS A | US |
| WALMART INC. | US |
| Progressive Corp. | US |
| ALPHABET CLASS C | US |
| McKesson Corp. | US |
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Low
High
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