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
Top 10 Components
| ALPHABET CLASS C | US |
| Citigroup Inc. | US |
| THE CIGNA GROUP | US |
| META PLATFORMS CLASS A | US |
| BCO SANTANDER | ES |
| Mitsui & Co. Ltd. | JP |
| UBS GROUP | CH |
| CVS HEALTH CORP. | US |
| MARATHON PETROLEUM | US |
| MERCEDES-BENZ GROUP | DE |
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