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
SA5UEMOG
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539523016
Last Value
786.87
+12.01 (+1.55%)
As of
CETWeek to Week Change
-0.52%
52 Week Change
54.92%
Year to Date Change
38.12%
Daily Low
786.87
Daily High
786.87
52 Week Low
507.91 — 26 Jun 2023
52 Week High
791.74 — 18 Jun 2024
Top 10 Components
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
Eli Lilly & Co. | US |
Microsoft Corp. | US |
Apple Inc. | US |
McKesson Corp. | US |
Constellation Energy | US |
Netflix Inc. | US |
MARATHON PETROLEUM | US |
Amazon.com Inc. | US |
Zoom
Low
High
Featured indices
STOXX® Global 1800 ESG-X Ax Value
€229.06
+0.57
1Y Return
19.56%
1Y Volatility
0.10%
EURO STOXX® Paris-Aligned Benchmark
€134.44
-0.59
1Y Return
6.51%
1Y Volatility
0.12%
STOXX® Asia/Pacific 600 ESG-X Ax Multi-Factor
€206.87
+0.57
1Y Return
9.59%
1Y Volatility
0.13%
STOXX® Global ESG Environmental Leaders Select 30 EUR
€359.94
-2.05
1Y Return
14.87%
1Y Volatility
0.09%
iSTOXX® L&G Developed Europe ex UK Quality
€484.2
-0.90
1Y Return
16.06%
1Y Volatility
0.11%