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
SA5ULRL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0539523958
Last Value
251.85
-0.87 (-0.34%)
As of CET
Week to Week Change
1.33%
52 Week Change
10.57%
Year to Date Change
11.15%
Daily Low
251.84
Daily High
253.03
52 Week Low
206.76 — 12 Oct 2022
52 Week High
256.56 — 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 |
| VISA Inc. Cl A | Industrial Goods and Services | US |
| Honeywell International Inc. | 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
€279.99
-0.63
1Y Return
12.22%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor
€572.18
-0.42
1Y Return
6.29%
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
€181.8
-2.88
1Y Return
9.30%
1Y Volatility
0.15%