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
SA5UEQUL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0539523438
Last Value
458.99
+1.26 (+0.28%)
As of
CETWeek to Week Change
2.07%
52 Week Change
32.13%
Year to Date Change
10.90%
Daily Low
458.93
Daily High
460.7
52 Week Low
343.66 — 24 May 2023
52 Week High
461.5 — 21 Mar 2024
Top 10 Components
Apple Inc. | US |
Costco Wholesale Corp. | US |
NVIDIA Corp. | US |
SERVICENOW | US |
PALO ALTO NETWORKS | US |
Texas Instruments Inc. | US |
MasterCard Inc. Cl A | US |
Vertex Pharmaceuticals Inc. | US |
WALMART INC. | US |
AT&T Inc. | US |
Zoom
Low
High
Featured indices
EURO STOXX® ESG Target TE
€207.67
-0.34
1Y Return
14.43%
1Y Volatility
0.11%
iSTOXX® L&G Emerging Markets Multi-Factor ESG
$863.88
+7.92
1Y Return
21.09%
1Y Volatility
0.12%
STOXX® Europe Ex Tobacco Industry Neutral ESG
€276.5
+2.37
1Y Return
14.74%
1Y Volatility
0.10%
STOXX® Europe ESG Social Leaders Select 30 EUR
€346.56
+3.02
1Y Return
13.23%
1Y Volatility
0.10%
STOXX® Europe Industry Neutral ESG
€257.73
-0.30
1Y Return
15.38%
1Y Volatility
0.10%