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
SA9USZR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260487
Last Value
541.5
-2.73 (-0.50%)
As of CET
Week to Week Change
-1.70%
52 Week Change
25.95%
Year to Date Change
25.95%
Daily Low
541.5
Daily High
541.5
52 Week Low
421.66 — 5 Jan 2024
52 Week High
572.12 — 26 Nov 2024
Top 10 Components
| Roper Technologies Inc. | US |
| HOWMET AEROSPACE | US |
| Ameriprise Financial Inc. | US |
| TARGA RESOURCES | US |
| NVIDIA Corp. | US |
| FAIR ISAAC | US |
| Amphenol Corp. Cl A | US |
| Republic Services Inc. | US |
| Ametek Inc. | US |
| COPART | US |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor - EUR (Price Return)
€321.72
+3.49
1Y Return
9.80%
1Y Volatility
0.11%
STOXX® U.S. Equity Factor - EUR (Price Return)
€834.32
+14.03
1Y Return
33.90%
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)
$444.47
+9.79
1Y Return
45.09%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size - EUR (Price Return)
€194.4
-0.88
1Y Return
1.50%
1Y Volatility
0.11%