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 ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SA5ULRGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539523941
Last Value
572.62
-1.76 (-0.31%)
As of CET
Week to Week Change
0.43%
52 Week Change
11.24%
Year to Date Change
7.79%
Daily Low
572.62
Daily High
572.62
52 Week Low
514.77 — 24 Jul 2025
52 Week High
575.32 — 16 Jul 2026
Top 10 Components
| Apple Inc. | US |
| NVIDIA Corp. | US |
| ALPHABET CLASS C | US |
| Microsoft Corp. | US |
| Berkshire Hathaway Inc. Cl B | US |
| BROADCOM | US |
| Duke Energy Corp. | US |
| LINDE | US |
| TJX Cos. | US |
| INTERCONTINENTALEXCHANGE INC | US |
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