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
15:30-22:15 CET
ISIN
CH0539523198
Last Value
368.26
+3.14 (+0.86%)
As of
CETWeek to Week Change
1.47%
52 Week Change
14.72%
Year to Date Change
10.84%
Daily Low
366.11
Daily High
370.42
52 Week Low
280.47 — 27 Oct 2023
52 Week High
368.26 — 12 Jul 2024
Top 10 Components
Boston Scientific Corp. | US |
INTERCONTINENTALEXCHANGE INC | US |
ARISTA NETWORKS | US |
KLA | US |
Roper Technologies Inc. | US |
Paccar Inc. | US |
Moody's Corp. | US |
UNITED RENTALS | US |
TE CONNECTIVITY LTD. | US |
AON PLC | US |
Zoom
Low
High
Featured indices
ISS STOXX® Asia/Pacific AC Biodiversity
$132.08
+0.02
1Y Return
13.79%
1Y Volatility
0.13%
STOXX® Global ESG Leaders Select 50 USD
$381.59
+1.88
1Y Return
13.39%
1Y Volatility
0.12%
EURO STOXX® SRI
€163.96
-2.21
1Y Return
12.96%
1Y Volatility
0.11%
STOXX® Japan 600 ESG-X
€218.4
+2.28
1Y Return
17.19%
1Y Volatility
0.16%
iSTOXX® L&G Developed Europe ex UK Low Volatility
€396.94
-3.68
1Y Return
13.47%
1Y Volatility
0.09%