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
SA5UMOP
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0539523834
Last Value
853.61
+25.33 (+3.06%)
As of CET
Week to Week Change
0.30%
52 Week Change
3.47%
Year to Date Change
3.87%
Daily Low
834.77
Daily High
854.43
52 Week Low
618.99 — 21 Apr 2025
52 Week High
853.61 — 6 Feb 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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