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
SA6JMOL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0539523081
Last Value
298.26
-12.88 (-4.14%)
As of CET
Week to Week Change
-4.35%
52 Week Change
23.10%
Year to Date Change
4.56%
Daily Low
298.26
Daily High
310.37
52 Week Low
201.31 — 7 Apr 2025
52 Week High
346.05 — 12 Feb 2026
Top 10 Components
| Mitsubishi UFJ Financial Group | JP |
| Mitsubishi Heavy Industries Lt | JP |
| Fujikura Ltd. | JP |
| Shimizu Corp. | JP |
| Advantest Corp. | JP |
| Toyota Tsusho Corp. | JP |
| Sumitomo Mitsui Financial Grou | JP |
| Ajinomoto Co. Inc. | JP |
| Orix Corp. | JP |
| Toyota Motor Corp. | JP |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor - EUR (Price Return)
€390.91
+1.67
1Y Return
36.10%
1Y Volatility
0.12%
STOXX® U.S. Equity Factor - EUR (Price Return)
€822.44
+2.32
1Y Return
15.17%
1Y Volatility
0.16%
STOXX® Global 1800 Ax Momentum - USD (Price Return)
$590.15
+2.25
1Y Return
48.72%
1Y Volatility
0.17%
STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
$600.7
-0.89
1Y Return
43.80%
1Y Volatility
0.17%
STOXX® Europe 600 Ax Size - EUR (Price Return)
€235.18
+0.42
1Y Return
27.29%
1Y Volatility
0.13%