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
SA5UQUR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539523487
Last Value
822.42
-0.03 (-0.00%)
As of CET
Week to Week Change
1.43%
52 Week Change
5.95%
Year to Date Change
6.48%
Daily Low
822.42
Daily High
822.42
52 Week Low
633.55 — 21 Apr 2025
52 Week High
829.1 — 19 Feb 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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