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
SA5USZL
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0539524071
Last Value
406.3
-7.47 (-1.81%)
As of CET
Week to Week Change
-1.89%
52 Week Change
16.45%
Year to Date Change
-0.63%
Daily Low
403.7
Daily High
413.26
52 Week Low
301.2 — 8 Apr 2025
52 Week High
434.16 — 26 Feb 2026
Top 10 Components
| Marriott International Inc. Cl | US |
| Waste Management Inc. | US |
| KLA | US |
| TE CONNECTIVITY LTD. | US |
| HOWMET AEROSPACE | US |
| Bank of New York Mellon Corp. | US |
| MOTOROLA SOLUTIONS INC. | US |
| REALTY INCOME | US |
| Moody's Corp. | US |
| Welltower Inc. | US |
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Low
High
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