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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
SA5UEMFZ
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539523149
Bloomberg
SA5UEMFZ INDEX
Last Value
548.51 -1.93 (-0.35%)
As of 10:15 pm CET
Week to Week Change
-0.84%
52 Week Change
32.01%
Year to Date Change
17.08%
Daily Low
548.51
Daily High
548.51
52 Week Low
398.127 Oct 2023
52 Week High
555.1518 Jun 2024

Top 10 Components

META PLATFORMS CLASS A US
Costco Wholesale Corp. 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
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