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
SA5UVAGV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539523255
Bloomberg ID
BBG00THTTTS9
Last Value
337.29
+0.17 (+0.05%)
As of CET
Week to Week Change
0.58%
52 Week Change
29.83%
Year to Date Change
9.54%
Daily Low
337.29
Daily High
337.29
52 Week Low
257.18 — 16 May 2023
52 Week High
345.93 — 28 Mar 2024
Top 10 Components
| Microsoft Corp. | US |
| ALPHABET CLASS C | US |
| AT&T Inc. | US |
| Citigroup Inc. | US |
| CVS HEALTH CORP. | US |
| NVIDIA Corp. | US |
| META PLATFORMS CLASS A | US |
| MARATHON PETROLEUM | US |
| THE CIGNA GROUP | US |
| Apple Inc. | US |
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Low
High
Featured indices
STOXX® International Equity Factor
€315.3
-0.17
1Y Return
12.39%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
€704.68
+7.48
1Y Return
33.27%
1Y Volatility
0.12%
STOXX® Global 1800 Ax Momentum
$383.78
+0.66
1Y Return
45.33%
1Y Volatility
0.13%
STOXX® Global 1800 ESG-X Ax Momentum
$370.77
+1.76
1Y Return
38.97%
1Y Volatility
0.13%
STOXX® Europe 600 Ax Size
€205.29
+0.85
1Y Return
9.19%
1Y Volatility
0.12%