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
SA5UELRP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0539523461
Last Value
375.47
-2.01 (-0.53%)
As of
CETWeek to Week Change
1.43%
52 Week Change
20.41%
Year to Date Change
12.66%
Daily Low
373.74
Daily High
375.9
52 Week Low
301.8399 — 27 Oct 2023
52 Week High
377.48 — 16 Jul 2024
Top 10 Components
Apple Inc. | US |
Microsoft Corp. | US |
VISA Inc. Cl A | US |
Coca-Cola Co. | US |
NVIDIA Corp. | US |
McDonald's Corp. | US |
LINDE | US |
Waste Management Inc. | US |
Johnson & Johnson | US |
INTERCONTINENTALEXCHANGE INC | US |
Zoom
Low
High
Featured indices
STOXX® Global Select 100 EUR
€169.72
-0.02
1Y Return
5.71%
1Y Volatility
0.07%
STOXX® Global Diversification Select 100 EUR
€242.16
+2.62
1Y Return
1.20%
1Y Volatility
0.07%
EURO STOXX® Select 50 EUR
€131.65
+0.18
1Y Return
3.74%
1Y Volatility
0.10%
EURO STOXX® Diversification Select 50 EUR
€169.44
+0.67
1Y Return
4.22%
1Y Volatility
0.09%
EURO STOXX 50® Volatility (VSTOXX®)
€14.6659
+0.12
1Y Return
-5.42%
1Y Volatility
0.79%