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
SA9ULRGV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260321
Bloomberg ID
BBG00RHCN6V2
Last Value
320.83
-0.16 (-0.05%)
As of CET
Week to Week Change
-0.69%
52 Week Change
9.76%
Year to Date Change
8.47%
52 Week Low
269.23 — 12 Oct 2022
52 Week High
326.3399 — 15 Jun 2023
Top 10 Components
| Berkshire Hathaway Inc. Cl B | Financial Services | US |
| Apple Inc. | Technology | US |
| Microsoft Corp. | Technology | US |
| McDonald's Corp. | Travel and Leisure | 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 |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€282.66
-0.41
1Y Return
9.34%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor
€573.86
-4.97
1Y Return
5.37%
1Y Volatility
0.18%
STOXX® Global 1800 Ax Momentum
$274.65
-4.06
1Y Return
13.37%
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%