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
SA5UEQUG
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539523610
Last Value
836.16
+4.81 (+0.58%)
As of CET
Week to Week Change
4.47%
52 Week Change
50.56%
Year to Date Change
40.43%
Daily Low
836.16
Daily High
836.16
52 Week Low
550.1799 — 16 Nov 2023
52 Week High
836.16 — 12 Nov 2024
Top 10 Components
| NVIDIA Corp. | US |
| MasterCard Inc. Cl A | US |
| Costco Wholesale Corp. | US |
| Apple Inc. | US |
| SERVICENOW | US |
| PALO ALTO NETWORKS | US |
| WALMART INC. | US |
| META PLATFORMS CLASS A | US |
| AT&T Inc. | US |
| MERCADOLIBRE | US |
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