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
SA9UMOGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260024
Last Value
998.38
-26.89 (-2.62%)
As of CET
Week to Week Change
-3.46%
52 Week Change
12.69%
Year to Date Change
1.50%
Daily Low
998.38
Daily High
998.38
52 Week Low
744.48 — 21 Apr 2025
52 Week High
1048.93 — 2 Mar 2026
Top 10 Components
| NVIDIA Corp. | US |
| Apple Inc. | US |
| AT&T Inc. | US |
| Philip Morris International In | US |
| NEWMONT | US |
| SEAGATE TECHNOLOGY HOLDINGS | US |
| GE VERNOVA | US |
| Gilead Sciences Inc. | US |
| Western Digital Corp. | US |
| Amazon.com Inc. | US |
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Low
High
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