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
SA9UMFP
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0512260313
Last Value
699.85
+0.39 (+0.06%)
As of CET
Daily Low
693.42
Daily High
700.84
Top 10 Components
| META PLATFORMS CLASS A | US |
| Costco Wholesale Corp. | US |
| NVIDIA Corp. | US |
| GE Aerospace | US |
| GE VERNOVA | US |
| Cintas Corp. | US |
| AT&T Inc. | US |
| Bank of New York Mellon Corp. | US |
| SPOTIFY TECHNOLOGY | US |
| AFLAC Inc. | US |
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Low
High
Featured indices
STOXX® International Equity Factor - EUR (Price Return)
€318.15
-0.08
1Y Return
8.58%
1Y Volatility
0.11%
STOXX® U.S. Equity Factor - EUR (Price Return)
€820.29
-5.56
1Y Return
31.65%
1Y Volatility
0.15%
STOXX® Global 1800 Ax Momentum - USD (Price Return)
$442.55
+0.01
1Y Return
42.49%
1Y Volatility
0.17%
STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
$435.74
+2.33
1Y Return
42.24%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size - EUR (Price Return)
€194.4
-0.88
1Y Return
1.50%
1Y Volatility
0.11%