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.
323.7 -0.06 (-0.02%)
Week to Week Change
52 Week Change
Year to Date Change
52 Week Low
302.27 — 20 Jun 2022
52 Week High
345.36 — 18 Aug 2022
Top 10 Components
|McDonald's Corp.||Travel and Leisure||US|
|Berkshire Hathaway Inc. Cl B||Financial Services||US|
|Johnson & Johnson||Health Care||US|
|NESTLE||Food, Beverage and Tobacco||CH|
|CME Group Inc. Cl A||Financial Services||US|
|Activision Blizzard Inc.||Consumer Products and Services||US|
|Verizon Communications Inc.||Telecommunications||US|
STOXX® Global 1800
STOXX® Europe 600
STOXX® USA 500
STOXX® Global Total Market
STOXX® World AC All Cap