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
SA9UMOP
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0512259117
Last Value
997.36
+22.22 (+2.28%)
As of CET
Week to Week Change
4.26%
52 Week Change
34.71%
Year to Date Change
24.56%
Daily Low
996.82
Daily High
1006.29
52 Week Low
737.13 — 20 Jun 2025
52 Week High
997.36 — 18 Jun 2026
Top 10 Components
| NVIDIA Corp. | US |
| SEAGATE TECHNOLOGY HOLDINGS | US |
| Apple Inc. | US |
| Western Digital Corp. | US |
| Micron Technology Inc. | US |
| AT&T Inc. | US |
| Philip Morris International In | US |
| BROADCOM | US |
| GE VERNOVA | US |
| Amazon.com Inc. | US |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor - EUR (Price Return)
€410.92
-1.07
1Y Return
23.94%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor - EUR (Price Return)
€919.1
+2.33
1Y Return
21.27%
1Y Volatility
0.13%
STOXX® Global 1800 Ax Momentum - USD (Price Return)
$677.32
+0.77
1Y Return
26.25%
1Y Volatility
0.17%
STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
$677.44
+1.14
1Y Return
31.09%
1Y Volatility
0.18%
STOXX® Europe 600 Ax Size - EUR (Price Return)
€248.38
-0.18
1Y Return
15.34%
1Y Volatility
0.12%