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
SA5USZGV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539523875
Bloomberg ID
BBG00THTTTQ1
Last Value
328.04
-0.25 (-0.08%)
As of CET
Week to Week Change
-2.60%
52 Week Change
15.85%
Year to Date Change
5.03%
52 Week Low
280.15 — 14 Oct 2022
52 Week High
357.27 — 18 Jul 2023
Top 10 Components
| CADENCE DESIGN SYS. | Technology | US |
| Microsoft Corp. | Technology | US |
| Waste Management Inc. | Utilities | US |
| ARISTA NETWORKS | Telecommunications | US |
| Roper Technologies Inc. | Technology | US |
| Paccar Inc. | Industrial Goods and Services | US |
| TE CONNECTIVITY LTD. | Technology | US |
| MSCI CLASS A | Financial Services | US |
| Cognizant Technology Solutions | Technology | US |
| Yum! Brands Inc. | Travel and Leisure | US |
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Low
High
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STOXX® International Equity Factor
€278.06
+0.05
1Y Return
11.43%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor
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1Y Return
5.30%
1Y Volatility
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STOXX® Global 1800 Ax Momentum
$273.85
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STOXX® Global 1800 ESG-X Ax Momentum
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1Y Return
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STOXX® Europe 600 Ax Size
€177.93
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1Y Return
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1Y Volatility
0.15%