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
SA9ULRGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260602
Last Value
508.75
-10.09 (-1.94%)
As of CET
Week to Week Change
-2.04%
52 Week Change
10.31%
Year to Date Change
-3.59%
Daily Low
508.75
Daily High
508.75
52 Week Low
453.75 — 30 May 2024
52 Week High
555.5599 — 28 Feb 2025
Top 10 Components
| Microsoft Corp. | US |
| Apple Inc. | US |
| Berkshire Hathaway Inc. Cl B | US |
| LINDE | US |
| Honeywell International Inc. | US |
| NVIDIA Corp. | US |
| Cisco Systems Inc. | US |
| INTERCONTINENTALEXCHANGE INC | US |
| VISA Inc. Cl A | US |
| TJX Cos. | US |
Zoom
Low
High
Featured indices
STOXX® Global Select 100 EUR - EUR (Price Return)
€192.12
-0.08
1Y Return
12.69%
1Y Volatility
0.10%
STOXX® Global Diversification Select 100 EUR - EUR (Price Return)
€267.74
+2.28
1Y Return
10.19%
1Y Volatility
0.09%
EURO STOXX® Select 50 EUR - EUR (Price Return)
€159.34
-1.08
1Y Return
14.71%
1Y Volatility
0.13%
EURO STOXX® Diversification Select 50 EUR - EUR (Price Return)
€193.05
+0.64
1Y Return
11.33%
1Y Volatility
0.12%
EURO STOXX 50® Volatility (VSTOXX®) - EUR (Price Return)
€16.6869
+0.11
1Y Return
30.95%
1Y Volatility
1.30%