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
SA9USZGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260180
Last Value
586.27
+2.94 (+0.50%)
As of CET
Week to Week Change
2.00%
52 Week Change
0.79%
Year to Date Change
4.70%
Daily Low
586.27
Daily High
586.27
52 Week Low
462.6 — 21 Apr 2025
52 Week High
586.27 — 20 Feb 2026
Top 10 Components
| HOWMET AEROSPACE | US |
| TE CONNECTIVITY LTD. | US |
| Apple Inc. | US |
| Ametek Inc. | US |
| TERADYNE | US |
| Lam Research Corp. | US |
| COMFORT SYS.USA | US |
| Republic Services Inc. | US |
| WABTEC | US |
| CBRE GP. | US |
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Low
High
Featured indices
STOXX® International Equity Factor - EUR (Price Return)
€401.36
-2.93
1Y Return
17.34%
1Y Volatility
0.13%
STOXX® U.S. Equity Factor - EUR (Price Return)
€829.9
+10.15
1Y Return
2.45%
1Y Volatility
0.21%
STOXX® Global 1800 Ax Momentum - USD (Price Return)
$629.71
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1Y Return
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1Y Volatility
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STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
$607.32
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1Y Return
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1Y Volatility
0.19%
STOXX® Europe 600 Ax Size - EUR (Price Return)
€247.27
-2.91
1Y Return
15.71%
1Y Volatility
0.14%