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
SA9UQUGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259729
Last Value
783.84
-1.87 (-0.24%)
As of CET
Week to Week Change
0.77%
52 Week Change
1.08%
Year to Date Change
2.50%
Daily Low
783.84
Daily High
783.84
52 Week Low
604.08 — 8 Apr 2025
52 Week High
795.2 — 15 Jan 2026
Top 10 Components
| Costco Wholesale Corp. | US |
| NVIDIA Corp. | US |
| Apple Inc. | US |
| MasterCard Inc. Cl A | US |
| WALMART INC. | US |
| NEWMONT | US |
| META PLATFORMS CLASS A | US |
| McKesson Corp. | US |
| CROWDSTRIKE HOLDINGS A | US |
| Lam Research Corp. | US |
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Low
High
Featured indices
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€400.23
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1Y Return
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1Y Volatility
0.13%
STOXX® U.S. Equity Factor - EUR (Price Return)
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STOXX® Global 1800 Ax Momentum - USD (Price Return)
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STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
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STOXX® Europe 600 Ax Size - EUR (Price Return)
€247.29
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1Y Return
19.68%
1Y Volatility
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