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
SA9UQUGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259588
Bloomberg
SA9UQUGV INDEX
Last Value
569.44
-6.59 (-1.14%)
As of CET
Week to Week Change
-2.38%
52 Week Change
25.99%
Year to Date Change
-0.37%
Daily Low
569.44
Daily High
569.44
52 Week Low
447.92 — 17 Jan 2024
52 Week High
604.27 — 6 Dec 2024
Top 10 Components
| NVIDIA Corp. | US |
| Apple Inc. | US |
| MasterCard Inc. Cl A | US |
| Costco Wholesale Corp. | US |
| ALPHABET CLASS C | US |
| META PLATFORMS CLASS A | US |
| WALMART INC. | US |
| AT&T Inc. | US |
| MERCADOLIBRE | US |
| APPLOVIN A | US |
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Low
High
Featured indices
STOXX® International Equity Factor - EUR (Price Return)
€318.15
-0.08
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1Y Volatility
0.11%
STOXX® U.S. Equity Factor - EUR (Price Return)
€820.29
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1Y Return
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STOXX® Global 1800 Ax Momentum - USD (Price Return)
$442.55
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STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
$435.74
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STOXX® Europe 600 Ax Size - EUR (Price Return)
€194.4
-0.88
1Y Return
1.50%
1Y Volatility
0.11%