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
SA5UEQUZ
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539523180
Bloomberg
SA5UEQUZ INDEX
Last Value
583.79
+2.20 (+0.38%)
As of
CETWeek to Week Change
0.65%
52 Week Change
31.99%
Year to Date Change
18.63%
Daily Low
583.79
Daily High
583.79
52 Week Low
420.54 — 27 Oct 2023
52 Week High
583.79 — 3 Jul 2024
Top 10 Components
Apple Inc. | US |
Costco Wholesale Corp. | US |
NVIDIA Corp. | US |
SERVICENOW | US |
PALO ALTO NETWORKS | US |
AT&T Inc. | US |
MasterCard Inc. Cl A | US |
META PLATFORMS CLASS A | US |
WALMART INC. | US |
Vertex Pharmaceuticals Inc. | US |
Zoom
Low
High
Featured indices
STOXX® North America ESG Leaders 50
$422.86
+6.17
1Y Return
19.32%
1Y Volatility
0.13%
STOXX® Global 1800 ESG-X Ax Size
€261.65
-0.33
1Y Return
12.94%
1Y Volatility
0.09%
STOXX® Willis Towers Watson World Climate Transition Monthly Hedged
€118.47
+0.48
1Y Return
22.34%
1Y Volatility
0.10%
STOXX® Japan 600 ESG-X Ax Momentum
€286.11
-4.29
1Y Return
30.04%
1Y Volatility
0.18%
STOXX® Europe Reported Low Carbon
€352.26
+3.38
1Y Return
18.35%
1Y Volatility
0.10%