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
SA5UEMOR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539523347
Last Value
925.11
-3.75 (-0.40%)
As of
CETWeek to Week Change
-0.20%
52 Week Change
48.20%
Year to Date Change
7.15%
Daily Low
925.11
Daily High
925.11
52 Week Low
621.02 — 21 Feb 2024
52 Week High
936.96 — 10 Feb 2025
Top 10 Components
META PLATFORMS CLASS A | US |
NVIDIA Corp. | US |
Microsoft Corp. | US |
Apple Inc. | US |
Netflix Inc. | US |
SPOTIFY TECHNOLOGY | US |
Eli Lilly & Co. | US |
Constellation Energy | US |
AT&T Inc. | US |
APPLOVIN A | US |
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Low
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