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
SA9UQUGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259729
Last Value
584.06
+0.47 (+0.08%)
As of CET
Week to Week Change
0.60%
52 Week Change
31.98%
Year to Date Change
9.10%
Daily Low
584.06
Daily High
584.06
52 Week Low
434.82 — 4 May 2023
52 Week High
606.84 — 1 Apr 2024
Top 10 Components
| Apple Inc. | US |
| Costco Wholesale Corp. | US |
| MasterCard Inc. Cl A | US |
| SERVICENOW | US |
| NVIDIA Corp. | US |
| PALO ALTO NETWORKS | US |
| AT&T Inc. | US |
| McKesson Corp. | US |
| WALMART INC. | US |
| AIRBNB A | US |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€308.9
+0.53
1Y Return
11.86%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
€673.21
-1.57
1Y Return
27.84%
1Y Volatility
0.13%
STOXX® Global 1800 Ax Momentum
$366.75
+0.61
1Y Return
40.58%
1Y Volatility
0.13%
STOXX® Global 1800 ESG-X Ax Momentum
$352.89
+0.51
1Y Return
33.22%
1Y Volatility
0.13%
STOXX® Europe 600 Ax Size
€197.06
-0.31
1Y Return
5.74%
1Y Volatility
0.12%