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 ID
BBG00THTTTV5
Last Value
560.47
-0.80 (-0.14%)
As of
CETWeek to Week Change
2.00%
52 Week Change
33.50%
Year to Date Change
13.89%
Daily Low
560.47
Daily High
560.47
52 Week Low
419.82 — 9 Jun 2023
52 Week High
561.27 — 6 Jun 2024
Top 10 Components
NVIDIA Corp. | US |
Apple Inc. | US |
Costco Wholesale Corp. | US |
SERVICENOW | US |
Texas Instruments Inc. | US |
PALO ALTO NETWORKS | US |
MasterCard Inc. Cl A | US |
Vertex Pharmaceuticals Inc. | US |
WALMART INC. | US |
McKesson Corp. | US |
Zoom
Low
High
Featured indices
DAX 50 ESG
€1737.43
-22.95
1Y Return
6.63%
1Y Volatility
0.12%
iSTOXX® Europe 600 Ircantec PAB
€102.06
-0.87
1Y Return
9.27%
1Y Volatility
0.11%
STOXX® Global Low Carbon 400 Equal Weight
$318.89
-4.36
1Y Return
6.19%
1Y Volatility
0.12%
STOXX® USA 900 ESG-X Ax Multi-Factor
€610.03
+2.30
1Y Return
37.40%
1Y Volatility
0.14%
STOXX® Global ESG Social Leaders
$225.08
-4.09
1Y Return
9.28%
1Y Volatility
0.14%