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 ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SA9UESZR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524921811
Last Value
527.15
+1.51 (+0.29%)
As of CET
Week to Week Change
-1.33%
52 Week Change
35.59%
Year to Date Change
26.24%
Daily Low
527.15
Daily High
527.15
52 Week Low
387.19 — 28 Nov 2023
52 Week High
534.23 — 13 Nov 2024
Top 10 Components
| NVIDIA Corp. | US |
| MOTOROLA SOLUTIONS INC. | US |
| FAIR ISAAC | US |
| APPLOVIN A | US |
| Ameriprise Financial Inc. | US |
| COPART | US |
| Roper Technologies Inc. | US |
| TARGA RESOURCES | US |
| Republic Services Inc. | US |
| GARTNER 'A' | US |
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Low
High
Featured indices
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$684.28
-2.00
1Y Return
24.77%
1Y Volatility
0.09%
STOXX® Asia/Pacific 600 ESG-X Ax Size - EUR (Price Return)
€187.15
+1.60
1Y Return
13.69%
1Y Volatility
0.20%
DAX 50 ESG+ - EUR (Total Return)
€1595.01
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1Y Return
17.95%
1Y Volatility
0.12%
EURO iSTOXX® Environmental 50 Equal Weight NR Decrement 5% - EUR (Price Return)
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1Y Return
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1Y Volatility
0.11%
iSTOXX® Global ESG Japan Leg Equal Weight - EUR (Price Return)
€2906.23
-10.59
1Y Return
19.02%
1Y Volatility
0.25%