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
SA9USZR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260487
Last Value
472.19
+1.65 (+0.35%)
As of
CETWeek to Week Change
1.05%
52 Week Change
20.58%
Year to Date Change
9.83%
Daily Low
472.19
Daily High
472.19
52 Week Low
375.92 — 27 Oct 2023
52 Week High
478.11 — 28 Mar 2024
Top 10 Components
Ametek Inc. | US |
Amphenol Corp. Cl A | US |
Martin Marietta Materials Inc. | US |
INGERSOLL-RAND | US |
Arch Capital Group Ltd. | US |
Ameriprise Financial Inc. | US |
ARTHUR J GALLAGHER | US |
GARTNER 'A' | US |
HOWMET AEROSPACE | US |
COPART | US |
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Low
High
Featured indices
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€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
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1Y Volatility
0.13%
STOXX® Global 1800 ESG-X Ax Momentum
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-0.03
1Y Return
41.58%
1Y Volatility
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STOXX® Europe 600 Ax Size
€205.89
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1Y Return
10.54%
1Y Volatility
0.12%