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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
SA5UEMFV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539523685
Last Value
521.14 +3.98 (+0.77%)
As of 10:15 pm CET
Week to Week Change
1.73%
52 Week Change
34.90%
Year to Date Change
17.93%
Daily Low
521.14
Daily High
521.14
52 Week Low
37627 Oct 2023
52 Week High
521.1417 Jun 2024

Top 10 Components

Costco Wholesale Corp. US
NVIDIA Corp. US
META PLATFORMS CLASS A US
Accenture PLC Cl A US
SERVICENOW US
CADENCE DESIGN SYS. US
Roper Technologies Inc. US
PHILLIPS 66 US
Paccar Inc. US
Vertex Pharmaceuticals Inc. US
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