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
SA9UMFP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0512260313
Last Value
459.85
-1.43 (-0.31%)
As of CET
Week to Week Change
0.73%
52 Week Change
-1.54%
Year to Date Change
-5.56%
Daily Low
455.58
Daily High
459.85
52 Week Low
399.7 — 16 Jun 2022
52 Week High
491.44 — 28 Dec 2021
Top 10 Components
| Costco Wholesale Corp. | Retail | US |
| Accenture PLC Cl A | Industrial Goods and Services | US |
| MetLife Inc. | Insurance | US |
| SYNOPSYS | Technology | US |
| CADENCE DESIGN SYS. | Technology | US |
| RAYTHEON TECHNOLOGIES | Industrial Goods and Services | US |
| REGENERON PHARMS. | Health Care | US |
| AFLAC Inc. | Insurance | US |
| Prudential Financial Inc. | Insurance | US |
| TE CONNECTIVITY LTD. | Technology | US |
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Low
High
Featured indices
STOXX® International Equity Factor
€273.64
-1.45
1Y Return
-5.84%
1Y Volatility
0.14%
STOXX® U.S. Equity Factor
€553.12
-0.28
1Y Return
-3.82%
1Y Volatility
0.24%
STOXX® Global 1800 Ax Momentum
$258.04
+0.01
1Y Return
-18.14%
1Y Volatility
0.25%
STOXX® Global 1800 ESG-X Ax Momentum
$266.1
-3.04
1Y Return
-20.32%
1Y Volatility
0.25%
STOXX® Europe 600 Ax Size
€181.68
+0.33
1Y Return
-15.08%
1Y Volatility
0.22%