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
SA9UMFGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260735
Last Value
722.73
-6.69 (-0.92%)
As of CET
Week to Week Change
-0.35%
52 Week Change
42.36%
Year to Date Change
18.52%
Daily Low
722.73
Daily High
722.73
52 Week Low
501.79 — 16 May 2023
52 Week High
744.53 — 1 Apr 2024
Top 10 Components
| NVIDIA Corp. | US |
| META PLATFORMS CLASS A | US |
| Costco Wholesale Corp. | US |
| GE Aerospace | US |
| Accenture PLC Cl A | US |
| CADENCE DESIGN SYS. | US |
| MARATHON PETROLEUM | US |
| REGENERON PHARMS. | US |
| COPART | US |
| Prudential Financial Inc. | US |
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Low
High
Featured indices
STOXX® International Equity Factor
€316.53
-0.31
1Y Return
13.45%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
€704.45
-0.23
1Y Return
33.22%
1Y Volatility
0.12%
STOXX® Global 1800 Ax Momentum
$388.49
-0.01
1Y Return
47.56%
1Y Volatility
0.13%
STOXX® Global 1800 ESG-X Ax Momentum
$376.16
-0.03
1Y Return
41.58%
1Y Volatility
0.13%
STOXX® Europe 600 Ax Size
€206.81
-0.40
1Y Return
11.03%
1Y Volatility
0.12%