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
SA9UMFL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0512260271
Last Value
370.59
-2.99 (-0.80%)
As of CET
Week to Week Change
2.43%
52 Week Change
-3.77%
Year to Date Change
8.66%
Daily Low
369.74
Daily High
373.63
52 Week Low
313.73 — 30 Sep 2022
52 Week High
396.87 — 9 Feb 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 |
| MetLife Inc. | Insurance | US |
| Capital One Financial Corp. | Industrial Goods and Services | US |
| Nucor Corp. | Basic Resources | US |
| MARATHON PETROLEUM | Energy | US |
| REGENERON PHARMS. | Health Care | US |
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Low
High
Featured indices
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€281.19
+0.10
1Y Return
-3.19%
1Y Volatility
0.13%
STOXX® U.S. Equity Factor
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1Y Return
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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
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STOXX® Europe 600 Ax Size
€188.68
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-10.57%
1Y Volatility
0.22%