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
SA5UMFP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0539524295
Last Value
523.07
-4.56 (-0.86%)
As of
CETWeek to Week Change
-0.14%
52 Week Change
37.41%
Year to Date Change
16.48%
Daily Low
522.71
Daily High
527.06
52 Week Low
376.41 — 16 May 2023
52 Week High
536.98 — 28 Mar 2024
Top 10 Components
Costco Wholesale Corp. | US |
META PLATFORMS CLASS A | US |
GE Aerospace | US |
NVIDIA Corp. | US |
Accenture PLC Cl A | US |
CADENCE DESIGN SYS. | US |
TJX Cos. | US |
PHILLIPS 66 | US |
Microsoft Corp. | US |
Roper Technologies Inc. | US |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€317.08
+0.24
1Y Return
13.65%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
€701.47
+0.32
1Y Return
28.53%
1Y Volatility
0.12%
STOXX® Global 1800 Ax Momentum
$388.69
+0.19
1Y Return
47.63%
1Y Volatility
0.13%
STOXX® Global 1800 ESG-X Ax Momentum
$376.98
+0.79
1Y Return
41.89%
1Y Volatility
0.13%
STOXX® Europe 600 Ax Size
€205.89
-0.92
1Y Return
10.54%
1Y Volatility
0.12%