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
SA5UMOGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539523024
Bloomberg
SA5UMOGV INDEX
Last Value
943.1
+7.84 (+0.84%)
As of CET
Week to Week Change
2.82%
52 Week Change
23.62%
Year to Date Change
4.34%
Daily Low
943.1
Daily High
943.1
52 Week Low
632.22 — 8 Apr 2025
52 Week High
943.1 — 28 Jan 2026
Top 10 Components
| NVIDIA Corp. | US |
| AT&T Inc. | US |
| Apple Inc. | US |
| NEWMONT | US |
| Western Digital Corp. | US |
| Philip Morris International In | US |
| SEAGATE TECHNOLOGY HOLDINGS | US |
| Gilead Sciences Inc. | US |
| GE VERNOVA | US |
| HOWMET AEROSPACE | US |
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