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
SA9UEQUG
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524921415
Last Value
739.63
+4.69 (+0.64%)
As of CET
Week to Week Change
-1.04%
52 Week Change
45.58%
Year to Date Change
35.13%
Daily Low
739.63
Daily High
739.63
52 Week Low
508.05 — 20 Nov 2023
52 Week High
747.42 — 13 Nov 2024
Top 10 Components
| NVIDIA Corp. | US |
| Costco Wholesale Corp. | US |
| Apple Inc. | US |
| MasterCard Inc. Cl A | US |
| AT&T Inc. | US |
| PALO ALTO NETWORKS | US |
| WALMART INC. | US |
| META PLATFORMS CLASS A | US |
| McKesson Corp. | US |
| SERVICENOW | US |
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Low
High
Featured indices
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$467.06
-0.14
1Y Return
32.68%
1Y Volatility
0.12%
iSTOXX® Univest World Factor ESG - EUR (Price Return)
€105.59
-0.17
1Y Return
—
1Y Volatility
—
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$2840.06
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1Y Return
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iSTOXX® L&G Emerging Markets Multi-Factor ESG - USD (Net Return)
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1Y Return
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1Y Volatility
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STOXX® Europe 600 ESG Broad Market Equal Weight - EUR (Price Return)
€190.04
+0.31
1Y Return
8.74%
1Y Volatility
0.11%