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
360.58
+0.47 (+0.13%)
As of
CETWeek to Week Change
0.61%
52 Week Change
31.46%
Year to Date Change
11.19%
Daily Low
360.58
Daily High
360.58
52 Week Low
271.31 — 16 May 2023
52 Week High
369.69 — 1 Apr 2024
Top 10 Components
Microsoft Corp. | US |
AT&T Inc. | US |
ALPHABET CLASS C | US |
Citigroup Inc. | US |
META PLATFORMS CLASS A | US |
MARATHON PETROLEUM | US |
NVIDIA Corp. | US |
THE CIGNA GROUP | US |
CVS HEALTH CORP. | US |
Apple Inc. | US |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€316.53
-0.31
1Y Return
13.45%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
€701.15
-3.53
1Y Return
30.35%
1Y Volatility
0.12%
STOXX® Global 1800 Ax Momentum
$388.49
-0.01
1Y Return
47.56%
1Y Volatility
0.13%
STOXX® Global 1800 ESG-X Ax Momentum
$376.16
-0.03
1Y Return
41.58%
1Y Volatility
0.13%
STOXX® Europe 600 Ax Size
€206.81
-0.40
1Y Return
11.03%
1Y Volatility
0.12%