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
SA5UESZL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0539523198
Last Value
368.04
-6.37 (-1.70%)
As of
CETWeek to Week Change
0.80%
52 Week Change
13.59%
Year to Date Change
10.78%
Daily Low
368.02
Daily High
371.44
52 Week Low
280.47 — 27 Oct 2023
52 Week High
374.41 — 16 Jul 2024
Top 10 Components
Boston Scientific Corp. | US |
INTERCONTINENTALEXCHANGE INC | US |
ARISTA NETWORKS | US |
KLA | US |
Roper Technologies Inc. | US |
Paccar Inc. | US |
Moody's Corp. | US |
UNITED RENTALS | US |
TE CONNECTIVITY LTD. | US |
AON PLC | US |
Zoom
Low
High
Featured indices
iSTOXX® L&G North America Low Volatility
$592.18
+2.15
1Y Return
19.12%
1Y Volatility
0.09%
iSTOXX® L&G North America Quality
$794.92
+5.29
1Y Return
27.90%
1Y Volatility
0.11%
STOXX® Europe Climate Impact Ex Global Compact Controversial Weapons & Tobacco
€264.03
-2.11
1Y Return
15.75%
1Y Volatility
0.10%
STOXX® Germany Total Market ESG-X
€189.05
+2.16
1Y Return
13.39%
1Y Volatility
0.11%
iSTOXX® L&G Emerging Markets Momentum
$750.74
-3.06
1Y Return
16.10%
1Y Volatility
0.12%