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
SA5UMOP
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0539523834
Last Value
738.49
+13.76 (+1.90%)
As of CET
Week to Week Change
8.56%
52 Week Change
65.04%
Year to Date Change
57.84%
Daily Low
729.02
Daily High
742.41
52 Week Low
442.79 — 9 Nov 2023
52 Week High
738.49 — 8 Nov 2024
Top 10 Components
| NVIDIA Corp. | US |
| META PLATFORMS CLASS A | US |
| GE Aerospace | US |
| Eli Lilly & Co. | US |
| Apple Inc. | US |
| Microsoft Corp. | US |
| Amazon.com Inc. | US |
| McKesson Corp. | US |
| Colgate-Palmolive Co. | US |
| Constellation Energy | US |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor - EUR (Price Return)
€317.74
-0.63
1Y Return
16.06%
1Y Volatility
0.11%
STOXX® U.S. Equity Factor - EUR (Price Return)
€806.26
+8.52
1Y Return
40.01%
1Y Volatility
0.14%
STOXX® Global 1800 Ax Momentum - USD (Price Return)
$455.27
+2.08
1Y Return
62.74%
1Y Volatility
0.16%
STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
$444.03
+4.69
1Y Return
60.48%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size - EUR (Price Return)
€199.59
-0.68
1Y Return
13.06%
1Y Volatility
0.11%