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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 | 10'312'818.934 MEUR |
| Last value | |
| Daily change (absolute) |
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** Chart displays Closing High and Closing Low
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EUR (Gross Return)
N/A
iSTOXX® Europe Multi-Factor
1Y RETURN
8.91%
1Y VOLATILITY
25.0%
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EUR (Gross Return)
N/A
iSTOXX® Europe Value Factor
1Y RETURN
-0.58%
1Y VOLATILITY
29.89%
Index added to Compare Indices Tool
