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
SA5USZP
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0539523891
Last Value
579.68
-3.08 (-0.53%)
As of CET
Week to Week Change
0.34%
52 Week Change
33.02%
Year to Date Change
25.81%
Daily Low
579.68
Daily High
582.44
52 Week Low
434.66 — 21 Aug 2025
52 Week High
584.44 — 13 Aug 2026
Top 10 Components
| NVIDIA Corp. | US |
| Marriott International Inc. Cl | US |
| Apple Inc. | US |
| Bank of New York Mellon Corp. | US |
| Waste Management Inc. | US |
| HOWMET AEROSPACE | US |
| Welltower Inc. | US |
| MONOLITHIC PWR.SYS. | US |
| FORTINET | US |
| Moody's Corp. | US |
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Low
High
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