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
SA5UEMOP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0539523156
Last Value
644.31
-5.67 (-0.87%)
As of CET
Week to Week Change
0.55%
52 Week Change
46.91%
Year to Date Change
36.19%
Daily Low
644.3
Daily High
656.02
52 Week Low
426.72 — 27 Oct 2023
52 Week High
654.78 — 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 |
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