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
SA9USZGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260180
Last Value
513.52
+1.85 (+0.36%)
As of CET
Week to Week Change
3.02%
52 Week Change
20.02%
Year to Date Change
12.92%
Daily Low
513.52
Daily High
513.52
52 Week Low
397.23 — 27 Oct 2023
52 Week High
519.9 — 30 Aug 2024
Top 10 Components
| MONOLITHIC PWR.SYS. | US |
| FAIR ISAAC | US |
| ARTHUR J GALLAGHER | US |
| Arch Capital Group Ltd. | US |
| NVIDIA Corp. | US |
| Ameriprise Financial Inc. | US |
| HOWMET AEROSPACE | US |
| Amphenol Corp. Cl A | US |
| GARTNER 'A' | US |
| INGERSOLL-RAND | US |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor - EUR (Price Return)
€319.89
+1.13
1Y Return
17.42%
1Y Volatility
0.11%
STOXX® U.S. Equity Factor - EUR (Price Return)
€751.72
+10.44
1Y Return
30.15%
1Y Volatility
0.14%
STOXX® Global 1800 Ax Momentum - USD (Price Return)
$432
+0.83
1Y Return
59.23%
1Y Volatility
0.16%
STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
$415.36
+4.44
1Y Return
55.08%
1Y Volatility
0.15%
STOXX® Europe 600 Ax Size - EUR (Price Return)
€205.6
+1.45
1Y Return
18.49%
1Y Volatility
0.12%