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
SA9UMFL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0512260271
Last Value
487.27
-0.46 (-0.09%)
As of
CETWeek to Week Change
0.41%
52 Week Change
40.68%
Year to Date Change
17.30%
Daily Low
486.35
Daily High
489.89
52 Week Low
342.26 — 16 May 2023
52 Week High
499.91 — 5 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 |
D.R. Horton Inc. | US |
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Low
High
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€317.08
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1Y Return
13.03%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
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1Y Return
28.53%
1Y Volatility
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STOXX® Global 1800 Ax Momentum
$388.74
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STOXX® Global 1800 ESG-X Ax Momentum
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STOXX® Europe 600 Ax Size
€205.89
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1Y Return
10.54%
1Y Volatility
0.12%