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
SA5USZGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539524113
Last Value
595.52
-13.91 (-2.28%)
As of CET
Week to Week Change
-2.96%
52 Week Change
17.08%
Year to Date Change
3.27%
Daily Low
595.52
Daily High
595.52
52 Week Low
450.56 — 21 Apr 2025
52 Week High
613.6799 — 2 Mar 2026
Top 10 Components
| Waste Management Inc. | US |
| Marriott International Inc. Cl | US |
| HOWMET AEROSPACE | US |
| KLA | US |
| Moody's Corp. | US |
| Corning Inc. | US |
| MOTOROLA SOLUTIONS INC. | US |
| TE CONNECTIVITY LTD. | US |
| REALTY INCOME | US |
| Welltower Inc. | US |
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Low
High
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