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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
SA5UEMFR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539523842
Last Value
634.42 -2.49 (-0.39%)
As of 10:15 pm CET
Week to Week Change
-1.52%
52 Week Change
33.07%
Year to Date Change
18.65%
Daily Low
634.42
Daily High
634.42
52 Week Low
470.6327 Oct 2023
52 Week High
652.7116 Jul 2024

Top 10 Components

Costco Wholesale Corp. US
META PLATFORMS CLASS A US
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SERVICENOW US
Trane Technologies US
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Vertex Pharmaceuticals Inc. US
Roper Technologies Inc. US
PHILLIPS 66 US
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