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
SA5UVAGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539522927
Last Value
416.37
+5.75 (+1.40%)
As of CET
Week to Week Change
0.10%
52 Week Change
26.99%
Year to Date Change
11.76%
Daily Low
416.37
Daily High
416.37
52 Week Low
324.67 — 27 Oct 2023
52 Week High
426.07 — 1 Apr 2024
Top 10 Components
| ALPHABET CLASS C | US |
| Microsoft Corp. | US |
| AT&T Inc. | US |
| Citigroup Inc. | US |
| NVIDIA Corp. | US |
| CVS HEALTH CORP. | US |
| Intel Corp. | US |
| Apple Inc. | US |
| THE CIGNA GROUP | US |
| MARATHON PETROLEUM | US |
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Low
High
Featured indices
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€312.17
+1.50
1Y Return
10.25%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
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1Y Return
24.49%
1Y Volatility
0.13%
STOXX® Global 1800 Ax Momentum
$395.67
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0.14%
STOXX® Global 1800 ESG-X Ax Momentum
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1Y Return
42.63%
1Y Volatility
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STOXX® Europe 600 Ax Size
€203.43
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1Y Return
7.84%
1Y Volatility
0.12%