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
SA5UQUR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539523487
Last Value
511.13
+0.21 (+0.04%)
As of CET
Week to Week Change
-0.09%
52 Week Change
6.76%
Year to Date Change
18.43%
52 Week Low
427.47 — 28 Dec 2022
52 Week High
512.23 — 5 Sep 2023
Top 10 Components
| Costco Wholesale Corp. | Retail | US |
| Apple Inc. | Technology | US |
| SERVICENOW | Technology | US |
| SALESFORCE INC. | Technology | US |
| Texas Instruments Inc. | Technology | US |
| MasterCard Inc. Cl A | Industrial Goods and Services | US |
| Accenture PLC Cl A | Industrial Goods and Services | US |
| PALO ALTO NETWORKS | Technology | US |
| Progressive Corp. | Insurance | US |
| McKesson Corp. | Personal Care, Drug and Grocery Stores | 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
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1Y Return
17.35%
1Y Volatility
0.15%
STOXX® Global 1800 ESG-X Ax Momentum
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-3.49
1Y Return
8.50%
1Y Volatility
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STOXX® Europe 600 Ax Size
€177.93
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1Y Return
12.03%
1Y Volatility
0.15%