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
SA9UEMFZ
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524923783
Bloomberg
SA9UEMFZ INDEX
Last Value
665.97
+1.79 (+0.27%)
As of CET
Week to Week Change
-1.26%
52 Week Change
41.16%
Year to Date Change
33.93%
Daily Low
665.97
Daily High
665.97
52 Week Low
470.87 — 21 Nov 2023
52 Week High
677.78 — 11 Nov 2024
Top 10 Components
| META PLATFORMS CLASS A | US |
| NVIDIA Corp. | US |
| Costco Wholesale Corp. | US |
| Apple Inc. | US |
| AT&T Inc. | US |
| Bank of New York Mellon Corp. | US |
| AFLAC Inc. | US |
| Ameriprise Financial Inc. | US |
| GENERAL MOTORS | US |
| PHILLIPS 66 | US |
Zoom
Low
High
Featured indices
STOXX® Europe 600 Banks ESG-X - EUR (Price Return)
€133.38
-0.07
1Y Return
27.95%
1Y Volatility
0.16%
iSTOXX® L&G North America Quality - USD (Net Return)
$852.68
-2.97
1Y Return
36.44%
1Y Volatility
0.12%
iSTOXX® L&G Developed Asia Pacific ex Japan Value - USD (Net Return)
$987.51
+10.56
1Y Return
19.69%
1Y Volatility
0.13%
DAX 50 ESG - USD (Total Return)
$2086.68
-20.77
1Y Return
12.90%
1Y Volatility
0.14%
STOXX® USA 900 ESG-X - EUR (Price Return)
€536.86
+2.07
1Y Return
—
1Y Volatility
0.15%