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
SA5UEVAG
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539522877
Last Value
417.99
+0.85 (+0.20%)
As of
CETWeek to Week Change
0.53%
52 Week Change
32.35%
Year to Date Change
12.43%
Daily Low
417.99
Daily High
417.99
52 Week Low
312.93 — 16 May 2023
52 Week High
428.83 — 1 Apr 2024
Top 10 Components
Microsoft Corp. | US |
ALPHABET CLASS C | US |
AT&T Inc. | US |
Citigroup Inc. | US |
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
Apple Inc. | US |
CVS HEALTH CORP. | US |
MARATHON PETROLEUM | US |
Capital One Financial Corp. | US |
Zoom
Low
High
Featured indices
STOXX® Developed Markets Total Market Large ESG-X
€342.82
+0.07
1Y Return
23.43%
1Y Volatility
0.10%
STOXX® Global 1800 ex Japan Low Carbon
$427.61
+0.07
1Y Return
23.72%
1Y Volatility
0.11%
STOXX® Asia/Pacific 600 ESG-X Ax Low Risk
€161.29
-0.65
1Y Return
0.93%
1Y Volatility
0.10%
STOXX® Asia/Pacific 600 ESG-X Ax Size
€185.92
-0.12
1Y Return
7.65%
1Y Volatility
0.14%
iSTOXX® Swiss Family Owned ESG Company
€100.94
+0.69
1Y Return
-14.77%
1Y Volatility
0.14%