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
SA5UEVAL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0539523545
Last Value
259.29
+0.16 (+0.06%)
As of
CETWeek to Week Change
1.50%
52 Week Change
25.38%
Year to Date Change
9.23%
Daily Low
259.22
Daily High
259.87
52 Week Low
199.37 — 4 May 2023
52 Week High
267.61 — 28 Mar 2024
Top 10 Components
Microsoft Corp. | US |
ALPHABET CLASS C | US |
AT&T Inc. | US |
Citigroup Inc. | US |
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
Apple Inc. | US |
MARATHON PETROLEUM | US |
CVS HEALTH CORP. | US |
Capital One Financial Corp. | US |
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Low
High
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