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
SA5UQUGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539524170
Bloomberg
SA5UQUGV INDEX
Last Value
776.73
+1.33 (+0.17%)
As of CET
Week to Week Change
1.54%
52 Week Change
20.39%
Year to Date Change
22.36%
Daily Low
776.73
Daily High
776.73
52 Week Low
554.82 — 8 Apr 2025
52 Week High
777.1 — 11 Dec 2025
Top 10 Components
| NVIDIA Corp. | US |
| MasterCard Inc. Cl A | US |
| Apple Inc. | US |
| Costco Wholesale Corp. | US |
| META PLATFORMS CLASS A | US |
| WALMART INC. | US |
| ADOBE | US |
| CROWDSTRIKE HOLDINGS A | US |
| Progressive Corp. | US |
| NEWMONT | US |
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Low
High
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