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
SA5UEMFZ
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539523149
Bloomberg
SA5UEMFZ INDEX
Last Value
563.92
+2.02 (+0.36%)
As of
CETWeek to Week Change
1.58%
52 Week Change
32.77%
Year to Date Change
20.37%
Daily Low
563.92
Daily High
563.92
52 Week Low
398.1 — 27 Oct 2023
52 Week High
563.92 — 15 Jul 2024
Top 10 Components
Costco Wholesale Corp. | US |
META PLATFORMS CLASS A | US |
NVIDIA Corp. | US |
SERVICENOW | US |
CADENCE DESIGN SYS. | US |
Trane Technologies | US |
Cintas Corp. | US |
Vertex Pharmaceuticals Inc. | US |
Roper Technologies Inc. | US |
PHILLIPS 66 | US |
Zoom
Low
High
Featured indices
STOXX® Japan 600 ESG Broad Market
€221.74
-2.55
1Y Return
16.61%
1Y Volatility
0.16%
STOXX® Europe Low Carbon 50 Equal Weight
€321.36
+5.07
1Y Return
4.28%
1Y Volatility
0.14%
STOXX® Asia/Pacific 600 ESG Target TE
€191.35
-2.13
1Y Return
12.71%
1Y Volatility
0.14%
iSTOXX® L&G Developed Europe ex UK Momentum
€444.16
-5.18
1Y Return
20.20%
1Y Volatility
0.10%
EURO STOXX® Total Market Climate Transition Benchmark
€132.87
-0.79
1Y Return
7.87%
1Y Volatility
0.11%