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
SA5UESZG
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539523008
Last Value
535.12
+2.90 (+0.54%)
As of
CETWeek to Week Change
1.53%
52 Week Change
24.17%
Year to Date Change
9.25%
Daily Low
535.12
Daily High
535.12
52 Week Low
424.64 — 16 May 2023
52 Week High
550 — 1 Apr 2024
Top 10 Components
Boston Scientific Corp. | US |
ARISTA NETWORKS | US |
INTERCONTINENTALEXCHANGE INC | US |
Paccar Inc. | US |
Roper Technologies Inc. | US |
UNITED RENTALS | US |
TE CONNECTIVITY LTD. | US |
AON PLC | US |
Moody's Corp. | US |
CENTENE | US |
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