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
SA5UESZL
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0539523198
Last Value
399.76
+2.82 (+0.71%)
As of CET
Week to Week Change
5.67%
52 Week Change
35.09%
Year to Date Change
20.32%
Daily Low
396.61
Daily High
400.49
52 Week Low
295.92 — 9 Nov 2023
52 Week High
399.76 — 8 Nov 2024
Top 10 Components
| Boston Scientific Corp. | US |
| INTERCONTINENTALEXCHANGE INC | US |
| ARISTA NETWORKS | US |
| Roper Technologies Inc. | US |
| FORTINET | US |
| Paccar Inc. | US |
| Moody's Corp. | US |
| AON PLC | US |
| PG&E | US |
| TE CONNECTIVITY LTD. | US |
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