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
SA5UELRG
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539523552
Last Value
543.37
+4.05 (+0.75%)
As of CET
Week to Week Change
-0.38%
52 Week Change
26.78%
Year to Date Change
25.73%
Daily Low
543.37
Daily High
543.37
52 Week Low
425.64 — 5 Jan 2024
52 Week High
554.75 — 2 Dec 2024
Top 10 Components
| Apple Inc. | US |
| Microsoft Corp. | US |
| VISA Inc. Cl A | US |
| NVIDIA Corp. | US |
| Coca-Cola Co. | US |
| INTERCONTINENTALEXCHANGE INC | US |
| LINDE | US |
| S&P GLOBAL | US |
| CME Group Inc. Cl A | US |
| Waste Management Inc. | US |
Zoom
Low
High
Featured indices
STOXX® Global Select 100 EUR - EUR (Price Return)
€173.43
-0.01
1Y Return
5.69%
1Y Volatility
0.07%
STOXX® Global Diversification Select 100 EUR - EUR (Price Return)
€244.98
+0.31
1Y Return
2.10%
1Y Volatility
0.07%
EURO STOXX® Select 50 EUR - EUR (Price Return)
€131.68
-0.18
1Y Return
1.62%
1Y Volatility
0.10%
EURO STOXX® Diversification Select 50 EUR - EUR (Price Return)
€172.66
+0.08
1Y Return
4.28%
1Y Volatility
0.09%
EURO STOXX 50® Volatility (VSTOXX®) - EUR (Price Return)
€16.8404
-1.79
1Y Return
24.15%
1Y Volatility
1.03%