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
SA5UEQUP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0539523792
Last Value
560.2
+1.07 (+0.19%)
As of
CETWeek to Week Change
1.59%
52 Week Change
30.39%
Year to Date Change
11.86%
Daily Low
558.1
Daily High
561.54
52 Week Low
422.82 — 24 May 2023
52 Week High
562.95 — 20 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 |
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Low
High
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