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
SA5UQUGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539523495
Last Value
827.3
+7.61 (+0.93%)
As of CET
Week to Week Change
0.65%
52 Week Change
36.30%
Year to Date Change
1.13%
Daily Low
827.3
Daily High
827.3
52 Week Low
603.28 — 24 Jan 2024
52 Week High
840.46 — 4 Dec 2024
Top 10 Components
| NVIDIA Corp. | US |
| MasterCard Inc. Cl A | US |
| Costco Wholesale Corp. | US |
| Apple Inc. | US |
| ALPHABET CLASS C | US |
| META PLATFORMS CLASS A | US |
| WALMART INC. | US |
| AT&T Inc. | US |
| PALO ALTO NETWORKS | US |
| Progressive Corp. | US |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor - EUR (Price Return)
€328.41
+1.51
1Y Return
12.34%
1Y Volatility
0.11%
STOXX® U.S. Equity Factor - EUR (Price Return)
€843.8
+0.59
1Y Return
31.93%
1Y Volatility
0.15%
STOXX® Global 1800 Ax Momentum - USD (Price Return)
$468.23
+1.55
1Y Return
47.49%
1Y Volatility
0.17%
STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
$455.21
+1.31
1Y Return
45.45%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size - EUR (Price Return)
€201.53
-0.18
1Y Return
6.56%
1Y Volatility
0.11%