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
SA5UVAGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539523255
Bloomberg
SA5UVAGV INDEX
Last Value
485.12
+1.09 (+0.23%)
As of CET
Week to Week Change
0.89%
52 Week Change
36.92%
Year to Date Change
7.87%
Daily Low
485.12
Daily High
485.12
52 Week Low
351.68 — 23 May 2025
52 Week High
488.35 — 14 May 2026
Top 10 Components
| NVIDIA Corp. | US |
| Citigroup Inc. | US |
| Apple Inc. | US |
| Microsoft Corp. | US |
| Walt Disney Co. | US |
| ALPHABET CLASS C | US |
| Comcast Corp. Cl A | US |
| AT&T Inc. | US |
| Elevance Health | US |
| Pfizer Inc. | US |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor - EUR (Price Return)
€408.66
+3.63
1Y Return
21.40%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor - EUR (Price Return)
€905.05
+4.95
1Y Return
19.54%
1Y Volatility
0.13%
STOXX® Global 1800 Ax Momentum - USD (Price Return)
$652.85
+2.22
1Y Return
28.72%
1Y Volatility
0.16%
STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
$655.83
-0.36
1Y Return
34.15%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size - EUR (Price Return)
€251.76
+2.13
1Y Return
15.99%
1Y Volatility
0.12%