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
SA9UEVAP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0524921969
Last Value
306.1
+0.36 (+0.12%)
As of
CETWeek to Week Change
0.50%
52 Week Change
31.05%
Year to Date Change
10.48%
Daily Low
305.3
Daily High
306.66
52 Week Low
232.94 — 16 May 2023
52 Week High
314.5 — 1 Apr 2024
Top 10 Components
Microsoft Corp. | US |
AT&T Inc. | US |
ALPHABET CLASS C | US |
Citigroup Inc. | US |
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
Apple Inc. | US |
MARATHON PETROLEUM | US |
THE CIGNA GROUP | US |
Capital One Financial Corp. | US |
Zoom
Low
High
Featured indices
iSTOXX® MUTB Global Paris Aligned
€279.33
-0.18
1Y Return
36.56%
1Y Volatility
0.13%
STOXX® North America Industry Neutral ESG
$411.12
+5.01
1Y Return
26.49%
1Y Volatility
0.12%
STOXX® Global ESG Leaders Select 50 Risk Control 10%
€1699.73
-0.38
1Y Return
6.74%
1Y Volatility
0.10%
ISS STOXX® World AC Biodiversity Leaders
€104.36
-0.30
1Y Return
8.54%
1Y Volatility
0.12%
STOXX® Global Reported Low Carbon
$421.8
+0.15
1Y Return
24.77%
1Y Volatility
0.10%