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
SA9UMFGV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260552
Bloomberg ID
BBG00RHCN777
Last Value
535.79
-1.79 (-0.33%)
As of CET
Week to Week Change
1.36%
52 Week Change
19.82%
Year to Date Change
6.32%
Daily Low
535.79
Daily High
535.79
52 Week Low
404.7799 — 15 Mar 2023
52 Week High
537.58 — 30 Jan 2024
Top 10 Components
| META PLATFORMS CLASS A | US |
| NVIDIA Corp. | US |
| Costco Wholesale Corp. | US |
| GE Aerospace | US |
| Accenture PLC Cl A | US |
| CADENCE DESIGN SYS. | US |
| MARATHON PETROLEUM | US |
| REGENERON PHARMS. | US |
| COPART | US |
| Nucor Corp. | US |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€308.65
-1.29
1Y Return
10.91%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
€681.45
+1.12
1Y Return
30.60%
1Y Volatility
0.13%
STOXX® Global 1800 Ax Momentum
$369.27
-0.52
1Y Return
40.59%
1Y Volatility
0.13%
STOXX® Global 1800 ESG-X Ax Momentum
$359.45
+7.27
1Y Return
32.80%
1Y Volatility
0.13%
STOXX® Europe 600 Ax Size
€196.6
-1.20
1Y Return
5.36%
1Y Volatility
0.12%