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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.
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EUR (Price)
Date:
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| Symbol | SA9UVAP |
| Calculation | Realtime |
| Dissemination period | 15:30 CET-22:15 CET |
| ISIN | CH0512259406 |
| Bloomberg ID | N/A |
| Free Float Mcap | 102'588.609 MEUR |
| Last value | |
| Daily change (absolute) |
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** Chart displays Closing High and Closing Low
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iSTOXX® Europe Multi-Factor
1Y RETURN
30.0%
1Y VOLATILITY
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EUR (Gross Return)
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iSTOXX® Europe Value Factor
1Y RETURN
32.18%
1Y VOLATILITY
14.64%
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