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
SA9UVAR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259398
Last Value
366.62
-2.88 (-0.78%)
As of
CETWeek to Week Change
1.30%
52 Week Change
21.55%
Year to Date Change
13.05%
Daily Low
366.62
Daily High
366.62
52 Week Low
283.86 — 27 Oct 2023
52 Week High
378.92 — 16 Jul 2024
Top 10 Components
Microsoft Corp. | US |
NVIDIA Corp. | US |
AT&T Inc. | US |
ALPHABET CLASS C | US |
Citigroup Inc. | US |
Apple Inc. | US |
CVS HEALTH CORP. | US |
D.R. Horton Inc. | US |
Capital One Financial Corp. | US |
MARATHON PETROLEUM | 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
53.17%
1Y Volatility
0.15%
STOXX® Europe 600 Ax Size - EUR (Price Return)
€205.6
+1.45
1Y Return
18.49%
1Y Volatility
0.12%