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
SA5UEMOG
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539523016
Last Value
771.46
+6.80 (+0.89%)
As of
CETWeek to Week Change
1.66%
52 Week Change
46.30%
Year to Date Change
35.41%
Daily Low
771.46
Daily High
771.46
52 Week Low
512.76 — 27 Oct 2023
52 Week High
797.92 — 10 Jul 2024
Top 10 Components
Eli Lilly & Co. | US |
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
Microsoft Corp. | US |
Apple Inc. | US |
McKesson Corp. | US |
Netflix Inc. | US |
Constellation Energy | US |
MARATHON PETROLEUM | US |
GE Aerospace | US |
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