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
SA5UQUL
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0539523883
Last Value
688.97
-2.61 (-0.38%)
As of CET
Week to Week Change
0.91%
52 Week Change
17.41%
Year to Date Change
9.66%
Daily Low
688.68
Daily High
692.92
52 Week Low
579.28 — 21 Aug 2025
52 Week High
695.95 — 15 Jun 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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