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
SA5UMOP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0539523834
Last Value
574.78
-2.82 (-0.49%)
As of
CETWeek to Week Change
2.48%
52 Week Change
37.52%
Year to Date Change
22.85%
Daily Low
574.38
Daily High
576.2
52 Week Low
392.11 — 23 Mar 2023
52 Week High
577.6 — 4 Mar 2024
Top 10 Components
NVIDIA Corp. | US |
General Electric Co. | US |
META PLATFORMS CLASS A | US |
Eli Lilly & Co. | US |
Apple Inc. | US |
Microsoft Corp. | US |
Amazon.com Inc. | US |
McKesson Corp. | US |
UBER TECHNOLOGIES | US |
KLA | US |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€313.92
-0.52
1Y Return
16.23%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
€697.38
+5.77
1Y Return
33.56%
1Y Volatility
0.13%
STOXX® Global 1800 Ax Momentum
$384.81
-0.70
1Y Return
51.66%
1Y Volatility
0.12%
STOXX® Global 1800 ESG-X Ax Momentum
$378.97
+1.54
1Y Return
46.88%
1Y Volatility
0.12%
STOXX® Europe 600 Ax Size
€197.2
+0.32
1Y Return
9.98%
1Y Volatility
0.12%