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
SA5UELRV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539523800
Last Value
398.04
-1.61 (-0.40%)
As of
CETWeek to Week Change
1.15%
52 Week Change
16.98%
Year to Date Change
2.78%
Daily Low
398.04
Daily High
398.04
52 Week Low
337.42 — 31 Jan 2024
52 Week High
404.83 — 4 Dec 2024
Top 10 Components
Apple Inc. | US |
Microsoft Corp. | US |
LINDE | US |
VISA Inc. Cl A | US |
NVIDIA Corp. | US |
Coca-Cola Co. | US |
INTERCONTINENTALEXCHANGE INC | US |
S&P GLOBAL | US |
Waste Management Inc. | US |
Johnson & Johnson | US |
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