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
SA9UEMOP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0524922116
Last Value
642.03
+1.00 (+0.16%)
As of
CETWeek to Week Change
3.33%
52 Week Change
49.76%
Year to Date Change
40.75%
Daily Low
635.92
Daily High
642.38
52 Week Low
412.62 — 27 Oct 2023
52 Week High
641.62 — 10 Jul 2024
Top 10 Components
META PLATFORMS CLASS A | US |
NVIDIA Corp. | US |
Eli Lilly & Co. | US |
Microsoft Corp. | US |
Apple Inc. | US |
Constellation Energy | US |
Netflix Inc. | US |
Colgate-Palmolive Co. | US |
McKesson Corp. | US |
GE Aerospace | US |
Zoom
Low
High
Featured indices
STOXX® Willis Towers Watson World Climate Transition - EUR (Price Return)
€131.88
+0.65
1Y Return
26.29%
1Y Volatility
0.12%
STOXX® Global ESG Social Leaders Diversification Select 30 EUR - EUR (Gross Return)
€450.25
-0.17
1Y Return
18.32%
1Y Volatility
0.09%
EURO STOXX® Paris-Aligned Benchmark - EUR (Price Return)
€140.63
+3.34
1Y Return
19.28%
1Y Volatility
0.12%
STOXX® Global ESG Governance Leaders Select 30 EUR - EUR (Gross Return)
€445.91
-1.82
1Y Return
24.59%
1Y Volatility
0.10%
ISS STOXX® Europe 600 ESG Climbers - EUR (Gross Return)
€1489.86
+6.01
1Y Return
19.40%
1Y Volatility
0.13%