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
SA5UMFGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539524204
Last Value
678.33
+2.55 (+0.38%)
As of
CETWeek to Week Change
-0.35%
52 Week Change
34.81%
Year to Date Change
22.91%
Daily Low
678.33
Daily High
678.33
52 Week Low
484.02 — 27 Oct 2023
52 Week High
691.66 — 16 Jul 2024
Top 10 Components
Costco Wholesale Corp. | US |
META PLATFORMS CLASS A | US |
NVIDIA Corp. | US |
GE Aerospace | US |
TJX Cos. | US |
Trane Technologies | US |
Amphenol Corp. Cl A | US |
Cintas Corp. | US |
CADENCE DESIGN SYS. | US |
PHILLIPS 66 | 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
€722.99
+4.24
1Y Return
24.45%
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
45.75%
1Y Volatility
0.15%
STOXX® Europe 600 Ax Size
€206.86
+0.88
1Y Return
11.91%
1Y Volatility
0.12%