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
SA9UQUGV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259588
Bloomberg
SA9UQUGV INDEX
Last Value
511.51
+2.82 (+0.56%)
As of CET
Week to Week Change
1.04%
52 Week Change
27.55%
Year to Date Change
15.61%
Daily Low
511.51
Daily High
511.51
52 Week Low
379.35 — 27 Oct 2023
52 Week High
511.51 — 3 Jul 2024
Top 10 Components
| Apple Inc. | US |
| MasterCard Inc. Cl A | US |
| Costco Wholesale Corp. | US |
| NVIDIA Corp. | US |
| AT&T Inc. | US |
| SERVICENOW | US |
| PALO ALTO NETWORKS | US |
| WALMART INC. | US |
| McKesson Corp. | US |
| Vertex Pharmaceuticals Inc. | US |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€317.83
-0.42
1Y Return
—
1Y Volatility
0.08%
STOXX® U.S. Equity Factor
€730.42
-15.00
1Y Return
27.74%
1Y Volatility
0.12%
STOXX® Global 1800 Ax Momentum
$419.38
+0.11
1Y Return
48.84%
1Y Volatility
0.13%
STOXX® Global 1800 ESG-X Ax Momentum
$397.83
-0.17
1Y Return
39.94%
1Y Volatility
0.13%
STOXX® Europe 600 Ax Size
€205.06
+0.97
1Y Return
10.66%
1Y Volatility
0.12%