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
SA9UVAL
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0512259489
Last Value
300.32
-3.66 (-1.20%)
As of CET
Week to Week Change
-2.13%
52 Week Change
18.56%
Year to Date Change
-4.21%
Daily Low
298.8
Daily High
303.78
52 Week Low
217.37 — 8 Apr 2025
52 Week High
321.81 — 11 Feb 2026
Top 10 Components
| NVIDIA Corp. | US |
| Citigroup Inc. | US |
| Walt Disney Co. | US |
| ALPHABET CLASS C | US |
| Microsoft Corp. | US |
| Apple Inc. | US |
| Comcast Corp. Cl A | US |
| AT&T Inc. | US |
| Capital One Financial Corp. | US |
| THE CIGNA GROUP | US |
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High
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