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
1,010.66
+5.34 (+0.53%)
As of CET
Week to Week Change
1.93%
52 Week Change
17.58%
Year to Date Change
16.97%
Daily Low
1010.66
Daily High
1010.66
52 Week Low
824.85 — 27 Mar 2026
52 Week High
1010.66 — 7 Oct 2026
Top 10 Components
| NVIDIA Corp. | US |
| Costco Wholesale Corp. | US |
| Apple Inc. | US |
| MasterCard Inc. Cl A | US |
| WALMART INC. | US |
| Micron Technology Inc. | US |
| FORTINET | US |
| ALPHABET CLASS C | US |
| McKesson Corp. | US |
| Lam Research Corp. | US |
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Low
High
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