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
SA5USZL
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0539524071
Last Value
496.33
+1.49 (+0.30%)
As of CET
Week to Week Change
-0.54%
52 Week Change
28.76%
Year to Date Change
21.38%
Daily Low
495.3
Daily High
497.44
52 Week Low
382.11 — 20 Nov 2025
52 Week High
509.68 — 14 Aug 2026
Top 10 Components
| NVIDIA Corp. | US |
| Marriott International Inc. Cl | US |
| Apple Inc. | US |
| Bank of New York Mellon Corp. | US |
| Waste Management Inc. | US |
| HOWMET AEROSPACE | US |
| Welltower Inc. | US |
| MONOLITHIC PWR.SYS. | US |
| FORTINET | US |
| Moody's Corp. | US |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor - EUR (Price Return)
€427.02
+0.97
1Y Return
23.09%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor - EUR (Price Return)
€936.27
+2.63
1Y Return
16.65%
1Y Volatility
0.13%
STOXX® Global 1800 Ax Momentum - USD (Price Return)
$682.18
+5.63
1Y Return
21.30%
1Y Volatility
0.18%
STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
$666.64
-5.45
1Y Return
23.65%
1Y Volatility
0.19%
STOXX® Europe 600 Ax Size - EUR (Price Return)
€261.34
+1.54
1Y Return
16.78%
1Y Volatility
0.12%