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
SA5UMOL
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0539523784
Last Value
739.35
+1.73 (+0.23%)
As of CET
Week to Week Change
-0.42%
52 Week Change
16.25%
Year to Date Change
1.38%
Daily Low
734.55
Daily High
742.51
52 Week Low
514.96 — 8 Apr 2025
52 Week High
743.96 — 13 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 |
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