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
SA5UESZV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539523453
Last Value
416.8
+1.10 (+0.26%)
As of
CETWeek to Week Change
0.67%
52 Week Change
15.63%
Year to Date Change
9.27%
Daily Low
416.8
Daily High
416.8
52 Week Low
321.38 — 27 Oct 2023
52 Week High
422.01 — 28 Mar 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
STOXX® Global 1800 ESG Broad Market
€343.17
-0.28
1Y Return
24.49%
1Y Volatility
0.09%
STOXX® Willis Towers Watson World Climate Transition
€130.39
-0.14
1Y Return
22.99%
1Y Volatility
0.10%
STOXX® Global ESG Leaders
$245.06
-0.12
1Y Return
11.75%
1Y Volatility
0.14%
STOXX® Europe 600 ESG-X Ax Size
€203.13
+0.16
1Y Return
10.78%
1Y Volatility
0.11%
STOXX® Europe 600 ESG Broad Market
€195.05
-1.02
1Y Return
12.61%
1Y Volatility
0.10%