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
SA9ULRV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260644
Last Value
444.22
+0.55 (+0.12%)
As of CET
Week to Week Change
0.48%
52 Week Change
11.66%
Year to Date Change
2.69%
Daily Low
444.22
Daily High
444.22
52 Week Low
348.22 — 8 Apr 2025
52 Week High
444.22 — 2 Mar 2026
Top 10 Components
| Apple Inc. | US |
| NVIDIA Corp. | US |
| Microsoft Corp. | US |
| LINDE | US |
| Honeywell International Inc. | US |
| Berkshire Hathaway Inc. Cl B | US |
| CME Group Inc. Cl A | US |
| TJX Cos. | US |
| INTERCONTINENTALEXCHANGE INC | US |
| McDonald's Corp. | US |
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