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
SA9UVAGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259943
Last Value
477.61
+1.83 (+0.38%)
As of CET
Week to Week Change
1.97%
52 Week Change
10.58%
Year to Date Change
10.35%
Daily Low
477.61
Daily High
477.61
52 Week Low
347.64 — 21 Apr 2025
52 Week High
477.61 — 22 Dec 2025
Top 10 Components
| NVIDIA Corp. | US |
| Citigroup Inc. | US |
| Microsoft Corp. | US |
| ALPHABET CLASS C | US |
| Apple Inc. | US |
| Comcast Corp. Cl A | US |
| Walt Disney Co. | US |
| Capital One Financial Corp. | US |
| GENERAL MOTORS | US |
| THE CIGNA GROUP | US |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor - EUR (Price Return)
€370.67
-0.33
1Y Return
16.79%
1Y Volatility
0.13%
STOXX® U.S. Equity Factor - EUR (Price Return)
€835.63
+1.88
1Y Return
0.03%
1Y Volatility
0.21%
STOXX® Global 1800 Ax Momentum - USD (Price Return)
$585.14
+1.47
1Y Return
30.37%
1Y Volatility
0.20%
STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
$560.06
+2.43
1Y Return
27.82%
1Y Volatility
0.20%
STOXX® Europe 600 Ax Size - EUR (Price Return)
€230.11
-0.12
1Y Return
17.49%
1Y Volatility
0.14%