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
SA9UMOP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0512259117
Last Value
637.18
+1.50 (+0.24%)
As of
CETWeek to Week Change
0.31%
52 Week Change
46.99%
Year to Date Change
38.20%
Daily Low
633.65
Daily High
639.37
52 Week Low
417.54 — 27 Oct 2023
52 Week High
661.08 — 10 Jul 2024
Top 10 Components
NVIDIA Corp. | US |
Eli Lilly & Co. | US |
META PLATFORMS CLASS A | US |
GE Aerospace | US |
Apple Inc. | US |
McKesson Corp. | US |
Constellation Energy | US |
Microsoft Corp. | US |
Amazon.com Inc. | US |
Simon Property Group Inc. | US |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€321.4
+1.28
1Y Return
14.71%
1Y Volatility
0.11%
STOXX® U.S. Equity Factor
€730.02
+7.03
1Y Return
23.84%
1Y Volatility
0.14%
STOXX® Global 1800 Ax Momentum
$421.46
+4.07
1Y Return
49.53%
1Y Volatility
0.15%
STOXX® Global 1800 ESG-X Ax Momentum
$407.75
+3.96
1Y Return
45.08%
1Y Volatility
0.15%
STOXX® Europe 600 Ax Size
€206.86
+0.88
1Y Return
11.91%
1Y Volatility
0.12%