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
SA5USZR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539524097
Last Value
662.05
+1.80 (+0.27%)
As of CET
Week to Week Change
-0.58%
52 Week Change
29.62%
Year to Date Change
22.84%
Daily Low
662.05
Daily High
662.05
52 Week Low
510.23 — 2 Sep 2025
52 Week High
686.66 — 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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