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
SA9UMFV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260255
Last Value
563.3
-5.30 (-0.93%)
As of
CETWeek to Week Change
-0.07%
52 Week Change
38.55%
Year to Date Change
18.48%
Daily Low
563.3
Daily High
563.3
52 Week Low
388.19 — 4 May 2023
52 Week High
573.07 — 5 Apr 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
€305.19
-2.06
1Y Return
8.95%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
€669
-4.29
1Y Return
24.84%
1Y Volatility
0.13%
STOXX® Global 1800 Ax Momentum
$374.32
-1.65
1Y Return
41.26%
1Y Volatility
0.12%
STOXX® Global 1800 ESG-X Ax Momentum
$368.95
-0.19
1Y Return
36.71%
1Y Volatility
0.12%
STOXX® Europe 600 Ax Size
€193.58
+0.78
1Y Return
3.55%
1Y Volatility
0.12%