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 ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SA5ULRP
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0539524147
Last Value
411.11
+5.00 (+1.23%)
As of CET
Week to Week Change
1.21%
52 Week Change
0.20%
Year to Date Change
3.47%
Daily Low
406.77
Daily High
411.11
52 Week Low
341.33 — 21 Apr 2025
52 Week High
411.11 — 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 |
| INTERCONTINENTALEXCHANGE INC | US |
| TJX Cos. | US |
| McDonald's Corp. | US |
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