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
SA5USZR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539524097
Last Value
463.89
-1.53 (-0.33%)
As of CET
Week to Week Change
-0.36%
52 Week Change
17.06%
Year to Date Change
10.66%
Daily Low
463.89
Daily High
463.89
52 Week Low
367.45 — 27 Oct 2023
52 Week High
472.36 — 1 Apr 2024
Top 10 Components
| ARISTA NETWORKS | US |
| Amphenol Corp. Cl A | US |
| Waste Management Inc. | US |
| CADENCE DESIGN SYS. | US |
| INTERCONTINENTALEXCHANGE INC | US |
| Roper Technologies Inc. | US |
| Moody's Corp. | US |
| D.R. Horton Inc. | US |
| ONEOK Inc. | US |
| Marsh & McLennan Cos. | 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%