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
SA5UEMFR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539523842
Last Value
718.98
+1.26 (+0.18%)
As of
CETWeek to Week Change
-1.56%
52 Week Change
42.77%
Year to Date Change
34.46%
Daily Low
718.98
Daily High
718.98
52 Week Low
501.97 — 28 Nov 2023
52 Week High
730.39 — 13 Nov 2024
Top 10 Components
META PLATFORMS CLASS A | US |
Costco Wholesale Corp. | US |
NVIDIA Corp. | US |
AT&T Inc. | US |
Trane Technologies | US |
CADENCE DESIGN SYS. | US |
Cintas Corp. | US |
APOLLO GLOBAL MANAGEMENT | US |
Paccar Inc. | US |
Bank of New York Mellon Corp. | US |
Zoom
Low
High
Featured indices
iSTOXX® Swiss Family Owned ESG Company - EUR (Price Return)
€102.16
-0.74
1Y Return
2.07%
1Y Volatility
0.14%
STOXX® USA 500 ESG-X Ax Value - EUR (Price Return)
€355.63
-0.30
1Y Return
33.25%
1Y Volatility
0.15%
ISS STOXX® Developed World Biodiversity - USD (Gross Return)
$159.36
-0.04
1Y Return
29.33%
1Y Volatility
0.11%
EURO STOXX® Large ESG-X - EUR (Price Return)
€186.32
-2.89
1Y Return
8.21%
1Y Volatility
0.12%
STOXX® Asia/Pacific 600 ESG-X Ax Momentum - EUR (Price Return)
€291.59
+3.26
1Y Return
29.43%
1Y Volatility
0.23%