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
SA9UVAR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259398
Last Value
314.23
-0.86 (-0.27%)
As of CET
Week to Week Change
2.18%
52 Week Change
7.85%
Year to Date Change
13.45%
Daily Low
314.23
Daily High
314.23
52 Week Low
266.5299 — 4 May 2023
52 Week High
315.0899 — 11 Dec 2023
Top 10 Components
| Microsoft Corp. | US |
| AT&T Inc. | US |
| ALPHABET CLASS C | US |
| Citigroup Inc. | US |
| MARATHON PETROLEUM | US |
| CVS HEALTH CORP. | US |
| META PLATFORMS CLASS A | US |
| THE CIGNA GROUP | US |
| NVIDIA Corp. | US |
| Valero Energy Corp. | US |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€309.89
+1.52
1Y Return
12.21%
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
$367.07
+0.93
1Y Return
40.70%
1Y Volatility
0.13%
STOXX® Global 1800 ESG-X Ax Momentum
$353.02
+0.64
1Y Return
33.27%
1Y Volatility
0.13%
STOXX® Europe 600 Ax Size
€197.8
+0.74
1Y Return
6.13%
1Y Volatility
0.12%