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
SA9UMFGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260735
Last Value
521.63
+0.72 (+0.14%)
As of CET
Week to Week Change
2.00%
52 Week Change
-3.49%
Year to Date Change
3.07%
52 Week Low
473.64 — 16 Jun 2022
52 Week High
574.58 — 25 Aug 2022
Top 10 Components
| Accenture PLC Cl A | Industrial Goods and Services | US |
| Costco Wholesale Corp. | Retail | US |
| Exxon Mobil Corp. | Energy | US |
| SYNOPSYS | Technology | US |
| CADENCE DESIGN SYS. | Technology | US |
| MARATHON PETROLEUM | Energy | US |
| MetLife Inc. | Insurance | US |
| RAYTHEON TECHNOLOGIES | Industrial Goods and Services | US |
| REGENERON PHARMS. | Health Care | US |
| AFLAC Inc. | Insurance | US |
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Low
High
Featured indices
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€279.09
+0.12
1Y Return
-3.48%
1Y Volatility
0.13%
STOXX® U.S. Equity Factor
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1Y Return
-3.16%
1Y Volatility
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STOXX® Global 1800 Ax Momentum
$262.71
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1Y Volatility
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STOXX® Global 1800 ESG-X Ax Momentum
$270.28
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STOXX® Europe 600 Ax Size
€185.63
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1Y Return
-9.93%
1Y Volatility
0.22%