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
SA5UQUGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539523495
Last Value
963.6
-4.14 (-0.43%)
As of CET
Week to Week Change
0.53%
52 Week Change
19.05%
Year to Date Change
11.52%
Daily Low
963.6
Daily High
963.6
52 Week Low
802.4 — 21 Aug 2025
52 Week High
986.34 — 10 Jul 2026
Top 10 Components
| MasterCard Inc. Cl A | US |
| Apple Inc. | US |
| NVIDIA Corp. | US |
| Costco Wholesale Corp. | US |
| WALMART INC. | US |
| Lam Research Corp. | US |
| ADOBE | US |
| META PLATFORMS CLASS A | US |
| ALPHABET CLASS C | US |
| McKesson Corp. | US |
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Low
High
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