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
22:15-22:15 CET
ISIN
CH0539523800
Last Value
361.6
-2.05 (-0.56%)
As of CET
Week to Week Change
-1.80%
52 Week Change
13.55%
Year to Date Change
9.48%
Daily Low
361.6
Daily High
361.6
52 Week Low
288.14 — 27 Oct 2023
52 Week High
373.98 — 16 Jul 2024
Top 10 Components
| Apple Inc. | US |
| Microsoft Corp. | US |
| VISA Inc. Cl A | US |
| Coca-Cola Co. | US |
| NVIDIA Corp. | US |
| LINDE | US |
| McDonald's Corp. | US |
| Waste Management Inc. | US |
| Johnson & Johnson | US |
| INTERCONTINENTALEXCHANGE INC | US |
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