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
SA9USZR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260487
Last Value
408.69
+1.87 (+0.46%)
As of CET
Week to Week Change
1.18%
52 Week Change
-0.91%
Year to Date Change
5.82%
52 Week Low
373.79 — 14 Oct 2022
52 Week High
422.76 — 9 Sep 2022
Top 10 Components
| Ametek Inc. | Industrial Goods and Services | US |
| TE CONNECTIVITY LTD. | Technology | US |
| ARTHUR J GALLAGHER | Insurance | US |
| GARTNER 'A' | Technology | US |
| Ameriprise Financial Inc. | Financial Services | US |
| CDW | Technology | US |
| INGERSOLL-RAND | Industrial Goods and Services | US |
| Ansys Inc. | Technology | US |
| COPART | Consumer Products and Services | US |
| Martin Marietta Materials Inc. | Construction and Materials | US |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€277.72
+0.19
1Y Return
12.00%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor
€577.8
+2.14
1Y Return
5.69%
1Y Volatility
0.18%
STOXX® Global 1800 Ax Momentum
$273.85
-0.80
1Y Return
17.35%
1Y Volatility
0.15%
STOXX® Global 1800 ESG-X Ax Momentum
$271.21
-3.49
1Y Return
8.50%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size
€177.93
-1.21
1Y Return
12.03%
1Y Volatility
0.15%