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
SA5UVAL
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0539523032
Last Value
356.38
+2.57 (+0.73%)
As of CET
Week to Week Change
2.36%
52 Week Change
36.49%
Year to Date Change
7.79%
Daily Low
356.38
Daily High
356.38
52 Week Low
261.11 — 26 May 2025
52 Week High
356.56 — 14 May 2026
Top 10 Components
| NVIDIA Corp. | US |
| Citigroup Inc. | US |
| Apple Inc. | US |
| ALPHABET CLASS C | US |
| Microsoft Corp. | US |
| Walt Disney Co. | US |
| Micron Technology Inc. | US |
| Comcast Corp. Cl A | US |
| Elevance Health | US |
| THE CIGNA GROUP | US |
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Low
High
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