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
SA5UEMOV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539522893
Last Value
679.68
+11.47 (+1.72%)
As of
CETWeek to Week Change
0.42%
52 Week Change
57.54%
Year to Date Change
52.62%
Daily Low
679.68
Daily High
679.68
52 Week Low
425.38 — 6 Dec 2023
52 Week High
680 — 11 Nov 2024
Top 10 Components
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
Microsoft Corp. | US |
Eli Lilly & Co. | US |
Apple Inc. | US |
Netflix Inc. | US |
Constellation Energy | US |
McKesson Corp. | US |
Colgate-Palmolive Co. | US |
APPLOVIN A | US |
Zoom
Low
High
Featured indices
STOXX® North America ESG Leaders 50 - USD (Gross Return)
$438.88
+0.10
1Y Return
28.51%
1Y Volatility
0.13%
EURO STOXX 50® ESG Filtered - EUR (Price Return)
€141.32
+1.17
1Y Return
12.42%
1Y Volatility
0.13%
STOXX® Europe Mid 200 ESG-X - EUR (Price Return)
€190.68
+0.53
1Y Return
—
1Y Volatility
0.11%
EURO STOXX® Sustainability ex Alcohol Gambling Tobacco Armaments & Firearms Adult Entertainment - EUR (Net Return)
€320.56
-2.43
1Y Return
13.11%
1Y Volatility
0.12%
EURO iSTOXX® 50 ESG Focus - EUR (Gross Return)
€313.93
+1.53
1Y Return
16.70%
1Y Volatility
0.12%