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
SA5UQUR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539523487
Last Value
702.22
-4.88 (-0.69%)
As of CET
Week to Week Change
0.23%
52 Week Change
41.81%
Year to Date Change
28.46%
Daily Low
702.22
Daily High
702.22
52 Week Low
487.95 — 27 Oct 2023
52 Week High
707.1 — 22 Oct 2024
Top 10 Components
| NVIDIA Corp. | US |
| MasterCard Inc. Cl A | US |
| Apple Inc. | US |
| Costco Wholesale Corp. | US |
| SERVICENOW | US |
| META PLATFORMS CLASS A | US |
| PALO ALTO NETWORKS | US |
| WALMART INC. | US |
| AT&T Inc. | US |
| Progressive Corp. | US |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor - EUR (Price Return)
€317.74
-0.63
1Y Return
16.06%
1Y Volatility
0.11%
STOXX® U.S. Equity Factor - EUR (Price Return)
€805.74
+8.00
1Y Return
41.22%
1Y Volatility
0.14%
STOXX® Global 1800 Ax Momentum - USD (Price Return)
$457.45
+4.26
1Y Return
64.24%
1Y Volatility
0.16%
STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
$444.03
+4.69
1Y Return
60.48%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size - EUR (Price Return)
€199.31
-0.96
1Y Return
11.55%
1Y Volatility
0.11%