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
SA9UVAV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259752
Last Value
387.3
+3.25 (+0.85%)
As of CET
Week to Week Change
1.91%
52 Week Change
24.51%
Year to Date Change
25.66%
Daily Low
387.3
Daily High
387.3
52 Week Low
266.48 — 8 Apr 2025
52 Week High
387.3 — 22 Dec 2025
Top 10 Components
| NVIDIA Corp. | US |
| Citigroup Inc. | US |
| Microsoft Corp. | US |
| ALPHABET CLASS C | US |
| Apple Inc. | US |
| Comcast Corp. Cl A | US |
| Walt Disney Co. | US |
| Capital One Financial Corp. | US |
| GENERAL MOTORS | US |
| THE CIGNA GROUP | US |
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Low
High
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