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
SA5UQUV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539523966
Last Value
791.84
-1.30 (-0.16%)
As of CET
Week to Week Change
0.41%
52 Week Change
16.79%
Year to Date Change
9.67%
Daily Low
791.84
Daily High
791.84
52 Week Low
672.4 — 30 Mar 2026
52 Week High
800.9 — 15 Jun 2026
Top 10 Components
| MasterCard Inc. Cl A | US |
| NVIDIA Corp. | US |
| Apple Inc. | US |
| Costco Wholesale Corp. | US |
| WALMART INC. | US |
| Lam Research Corp. | US |
| META PLATFORMS CLASS A | US |
| McKesson Corp. | US |
| ALPHABET CLASS C | US |
| ADOBE | US |
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