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Indices

STOXX® USA 500 ESG-X Ax Multi-Factor

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.

Symbol
SA5UEMFL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0539523735
Last Value
451.69 -1.34 (-0.30%)
As of 10:15 pm CET
Week to Week Change
0.05%
52 Week Change
31.06%
Year to Date Change
16.94%
Daily Low
451.17
Daily High
456.86
52 Week Low
329.2427 Oct 2023
52 Week High
455.6218 Jun 2024

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