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
SA9UVAR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259398
Last Value
481.46
-1.83 (-0.38%)
As of CET
Week to Week Change
1.84%
52 Week Change
35.68%
Year to Date Change
10.16%
Daily Low
481.46
Daily High
481.46
52 Week Low
354.85 — 26 May 2025
52 Week High
483.29 — 22 May 2026
Top 10 Components
| NVIDIA Corp. | US |
| Citigroup Inc. | US |
| ALPHABET CLASS C | US |
| Walt Disney Co. | US |
| Microsoft Corp. | US |
| Apple Inc. | US |
| Micron Technology Inc. | US |
| Comcast Corp. Cl A | US |
| Elevance Health | US |
| AT&T Inc. | US |
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Low
High
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