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
SA5UEQUV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539523354
Last Value
508.68
+2.19 (+0.43%)
As of CET
Week to Week Change
0.79%
52 Week Change
30.74%
Year to Date Change
8.92%
Daily Low
508.68
Daily High
508.68
52 Week Low
385.9 — 16 May 2023
52 Week High
521.39 — 21 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
Featured indices
EURO STOXX® Banks ESG-X
€124.65
-0.59
1Y Return
43.16%
1Y Volatility
0.16%
iSTOXX® L&G UK Multi-Factor ESG
€459.65
-1.10
1Y Return
16.12%
1Y Volatility
0.10%
iSTOXX® L&G Japan Value
$311.15
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1Y Return
19.76%
1Y Volatility
0.17%
iSTOXX® L&G Emerging Markets Quality
$682.31
+1.37
1Y Return
18.35%
1Y Volatility
0.11%
iSTOXX® L&G Global Low Volatility
$517.73
+0.74
1Y Return
17.08%
1Y Volatility
0.08%