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
SA9UEMFG
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524923577
Last Value
720.22
+9.36 (+1.32%)
As of
CETWeek to Week Change
0.86%
52 Week Change
45.79%
Year to Date Change
18.80%
Daily Low
720.22
Daily High
720.22
52 Week Low
494.02 — 16 May 2023
52 Week High
744.65 — 1 Apr 2024
Top 10 Components
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
Accenture PLC Cl A | US |
Costco Wholesale Corp. | US |
Apple Inc. | US |
CADENCE DESIGN SYS. | US |
PHILLIPS 66 | US |
MARATHON PETROLEUM | US |
COPART | US |
REGENERON PHARMS. | US |
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Low
High
Featured indices
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1Y Return
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1Y Volatility
0.11%
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14.14%
1Y Volatility
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1Y Return
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1Y Volatility
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idDAX 30 ESG Decrement 4.0%
€1123.65
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1Y Return
—
1Y Volatility
—