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
22:15-22:15 CET
ISIN
CH0539523842
Last Value
637.62
-2.96 (-0.46%)
As of
CETWeek to Week Change
-1.10%
52 Week Change
33.67%
Year to Date Change
19.25%
Daily Low
637.62
Daily High
637.62
52 Week Low
467.35 — 7 Jul 2023
52 Week High
645.14 — 21 Jun 2024
Top 10 Components
Costco Wholesale Corp. | US |
META PLATFORMS CLASS A | US |
NVIDIA Corp. | US |
SERVICENOW | US |
CADENCE DESIGN SYS. | US |
Trane Technologies | US |
Cintas Corp. | US |
Vertex Pharmaceuticals Inc. | US |
Roper Technologies Inc. | US |
PHILLIPS 66 | US |
Zoom
Low
High
Featured indices
iSTOXX® Transatlantic ESG 100
€4197.05
+27.42
1Y Return
27.81%
1Y Volatility
0.11%
EURO iSTOXX® Ocean Care 40 NR Decrement 3.5%
€1984.18
-7.01
1Y Return
9.51%
1Y Volatility
0.11%
EURO STOXX® Banks ESG-X
€121.39
+0.84
1Y Return
30.84%
1Y Volatility
0.16%
STOXX® Global ESG Governance Leaders
$237.39
-0.12
1Y Return
12.20%
1Y Volatility
0.14%
STOXX® Europe ESG Leaders Diversification Select 30 EUR
€431.27
+0.46
1Y Return
12.39%
1Y Volatility
0.09%