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
SA5UVAV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539523768
Last Value
316.9
-0.01 (-0.00%)
As of CET
Week to Week Change
0.40%
52 Week Change
27.32%
Year to Date Change
11.60%
Daily Low
316.9
Daily High
316.9
52 Week Low
239.51 — 27 Oct 2023
52 Week High
318.5 — 28 Mar 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 |
| Apple Inc. | US |
| Intel Corp. | US |
| THE CIGNA GROUP | US |
| MARATHON PETROLEUM | US |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€312.17
+1.50
1Y Return
10.25%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
€722.58
+9.24
1Y Return
24.49%
1Y Volatility
0.13%
STOXX® Global 1800 Ax Momentum
$395.67
+0.20
1Y Return
40.04%
1Y Volatility
0.14%
STOXX® Global 1800 ESG-X Ax Momentum
$400.78
-0.52
1Y Return
42.63%
1Y Volatility
0.13%
STOXX® Europe 600 Ax Size
€203.43
-0.57
1Y Return
7.84%
1Y Volatility
0.12%