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
SA9UESZL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0524921431
Last Value
337.06
+2.83 (+0.85%)
As of
CETWeek to Week Change
2.13%
52 Week Change
14.99%
Year to Date Change
11.10%
Daily Low
335.15
Daily High
339.08
52 Week Low
256.89 — 27 Oct 2023
52 Week High
337.06 — 12 Jul 2024
Top 10 Components
COPART | US |
Roper Technologies Inc. | US |
MOTOROLA SOLUTIONS INC. | US |
MONOLITHIC PWR.SYS. | US |
Republic Services Inc. | US |
INGERSOLL-RAND | US |
VERISK ANALYTICS CL.A | US |
FAIR ISAAC | US |
Ameriprise Financial Inc. | US |
HP Inc. | US |
Zoom
Low
High
Featured indices
STOXX® Europe Reported Low Carbon
€352.26
+3.38
1Y Return
18.35%
1Y Volatility
0.10%
EURO STOXX® Mid ESG-X
€200.42
-0.20
1Y Return
6.12%
1Y Volatility
0.12%
STOXX® Asia/Pacific 600 ESG Target TE
€191.35
-2.13
1Y Return
12.71%
1Y Volatility
0.14%
STOXX® Willis Towers Watson World Climate Transition Monthly Hedged
€118.47
+0.48
1Y Return
22.34%
1Y Volatility
0.10%
STOXX® Nordic Total Market ESG-X
€252.82
-0.85
1Y Return
20.74%
1Y Volatility
0.13%