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
SA5UMOGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539523693
Last Value
1,035.13
-0.31 (-0.03%)
As of CET
Week to Week Change
-1.58%
52 Week Change
4.30%
Year to Date Change
1.64%
Daily Low
1035.13
Daily High
1035.13
52 Week Low
760.69 — 21 Apr 2025
52 Week High
1051.72 — 16 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 |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor - EUR (Price Return)
€397.7
-2.53
1Y Return
17.52%
1Y Volatility
0.13%
STOXX® U.S. Equity Factor - EUR (Price Return)
€813.18
+4.21
1Y Return
-4.34%
1Y Volatility
0.21%
STOXX® Global 1800 Ax Momentum - USD (Price Return)
$613.06
+2.08
1Y Return
25.33%
1Y Volatility
0.20%
STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
$600.79
+0.90
1Y Return
26.31%
1Y Volatility
0.19%
STOXX® Europe 600 Ax Size - EUR (Price Return)
€247.29
-0.51
1Y Return
19.68%
1Y Volatility
0.14%