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
SA9UQUP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0512259695
Last Value
490.28
-1.82 (-0.37%)
As of CET
Week to Week Change
1.31%
52 Week Change
24.40%
Year to Date Change
9.32%
Daily Low
485.67
Daily High
491.59
52 Week Low
366.23 — 13 Mar 2023
52 Week High
492.56 — 9 Feb 2024
Top 10 Components
| Costco Wholesale Corp. | US |
| Apple Inc. | US |
| MasterCard Inc. Cl A | US |
| SERVICENOW | US |
| PALO ALTO NETWORKS | US |
| NVIDIA Corp. | US |
| McKesson Corp. | US |
| AT&T Inc. | US |
| WALMART INC. | US |
| AIRBNB A | US |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€308.25
+0.40
1Y Return
10.58%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
€675
+8.27
1Y Return
27.55%
1Y Volatility
0.13%
STOXX® Global 1800 Ax Momentum
$363.99
-0.03
1Y Return
36.74%
1Y Volatility
0.13%
STOXX® Global 1800 ESG-X Ax Momentum
$352.12
-0.06
1Y Return
30.10%
1Y Volatility
0.13%
STOXX® Europe 600 Ax Size
€196.55
+1.97
1Y Return
4.79%
1Y Volatility
0.12%