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
SA5ULRL
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0539523958
Last Value
306.05
-0.91 (-0.30%)
As of
CETWeek to Week Change
1.00%
52 Week Change
22.47%
Year to Date Change
16.06%
Daily Low
305.75
Daily High
308.33
52 Week Low
232.93 — 27 Oct 2023
52 Week High
309.14 — 30 Aug 2024
Top 10 Components
Apple Inc. | US |
Microsoft Corp. | US |
Berkshire Hathaway Inc. Cl B | US |
LINDE | US |
VISA Inc. Cl A | US |
Coca-Cola Co. | US |
INTERCONTINENTALEXCHANGE INC | US |
Honeywell International Inc. | US |
Amphenol Corp. Cl A | US |
Waste Management Inc. | US |
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Low
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