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 ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SA9UEVAP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0524921969
Last Value
314.3
-0.77 (-0.24%)
As of
CETWeek to Week Change
0.86%
52 Week Change
25.77%
Year to Date Change
13.44%
Daily Low
313.46
Daily High
314.88
52 Week Low
241.13 — 27 Oct 2023
52 Week High
315.07 — 10 Jul 2024
Top 10 Components
Microsoft Corp. | US |
AT&T Inc. | US |
ALPHABET CLASS C | US |
Citigroup Inc. | US |
NVIDIA Corp. | US |
Apple Inc. | US |
CVS HEALTH CORP. | US |
MARATHON PETROLEUM | US |
Capital One Financial Corp. | US |
GENERAL MOTORS | US |
Zoom
Low
High
Featured indices
STOXX® Global 1800 SRI
€304.37
+2.09
1Y Return
27.13%
1Y Volatility
0.10%
STOXX® Europe Mid 200 ESG-X
€193.86
-0.31
1Y Return
8.73%
1Y Volatility
0.11%
STOXX® USA 500 ESG-X Ax Momentum
€648.71
+1.62
1Y Return
49.09%
1Y Volatility
0.15%
STOXX® Japan 600 ESG-X Ax Size
€209.84
+1.12
1Y Return
11.26%
1Y Volatility
0.15%
iSTOXX® APG World Multi-Factor -A
€137.45
+0.43
1Y Return
23.52%
1Y Volatility
0.09%