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
SA5UMOL
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0539523784
Last Value
882.43
-2.38 (-0.27%)
As of CET
Week to Week Change
-1.24%
52 Week Change
21.94%
Year to Date Change
21.00%
Daily Low
877.05
Daily High
891.51
52 Week Low
686.23 — 20 Nov 2025
52 Week High
921.2 — 17 Aug 2026
Top 10 Components
| ALPHABET CLASS C | US |
| NVIDIA Corp. | US |
| Apple Inc. | US |
| AT&T Inc. | US |
| Micron Technology Inc. | US |
| SEAGATE TECHNOLOGY HOLDINGS | US |
| Microsoft Corp. | US |
| Western Digital Corp. | US |
| Amazon.com Inc. | US |
| Gilead Sciences Inc. | US |
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Low
High
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