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 ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SA5ULRGV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539524048
Bloomberg ID
BBG00THTTTM5
Last Value
316.41
-0.73 (-0.23%)
As of CET
Week to Week Change
-2.18%
52 Week Change
17.73%
Year to Date Change
9.35%
Daily Low
296.05
Daily High
296.05
52 Week Low
262.85 — 30 Sep 2022
52 Week High
330.82 — 26 Jul 2023
Top 10 Components
| Berkshire Hathaway Inc. Cl B | Financial Services | US |
| Apple Inc. | Technology | US |
| McDonald's Corp. | Travel and Leisure | US |
| Microsoft Corp. | Technology | US |
| Honeywell International Inc. | Industrial Goods and Services | US |
| VISA Inc. Cl A | Industrial Goods and Services | US |
| Coca-Cola Co. | Food, Beverage and Tobacco | US |
| Activision Blizzard Inc. | Consumer Products and Services | US |
| Johnson & Johnson | Health Care | US |
| INTERCONTINENTALEXCHANGE INC | Financial Services | US |
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Low
High
Featured indices
STOXX® International Equity Factor
€277.72
+0.19
1Y Return
13.06%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor
€577.8
+2.14
1Y Return
5.69%
1Y Volatility
0.18%
STOXX® Global 1800 Ax Momentum
$273.85
-0.80
1Y Return
17.35%
1Y Volatility
0.15%
STOXX® Global 1800 ESG-X Ax Momentum
$271.21
-3.49
1Y Return
8.50%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size
€177.93
-1.21
1Y Return
12.03%
1Y Volatility
0.15%