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
422.09
-1.36 (-0.32%)
As of CET
Week to Week Change
0.33%
52 Week Change
33.16%
Year to Date Change
20.19%
Daily Low
422.09
Daily High
422.09
52 Week Low
307.02 — 27 Oct 2023
52 Week High
423.45 — 17 Oct 2024
Top 10 Components
| NVIDIA Corp. | US |
| Microsoft Corp. | US |
| AT&T Inc. | US |
| ALPHABET CLASS C | US |
| Citigroup Inc. | US |
| Apple Inc. | US |
| CVS HEALTH CORP. | US |
| Capital One Financial Corp. | US |
| GENERAL MOTORS | US |
| PG&E | US |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor - EUR (Price Return)
€317.74
-0.63
1Y Return
16.06%
1Y Volatility
0.11%
STOXX® U.S. Equity Factor - EUR (Price Return)
€806.26
+8.52
1Y Return
40.01%
1Y Volatility
0.14%
STOXX® Global 1800 Ax Momentum - USD (Price Return)
$455.27
+2.08
1Y Return
62.74%
1Y Volatility
0.16%
STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
$444.03
+4.69
1Y Return
60.48%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size - EUR (Price Return)
€199.59
-0.68
1Y Return
13.06%
1Y Volatility
0.11%