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
SA5UEMOZ
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539523222
Bloomberg
SA5UEMOZ INDEX
Last Value
709.34
+16.86 (+2.43%)
As of CET
Week to Week Change
6.00%
52 Week Change
61.92%
Year to Date Change
50.66%
Daily Low
709.34
Daily High
709.34
52 Week Low
434.3 — 9 Nov 2023
52 Week High
709.34 — 7 Nov 2024
Top 10 Components
| NVIDIA Corp. | US |
| META PLATFORMS CLASS A | US |
| Microsoft Corp. | US |
| Eli Lilly & Co. | US |
| Apple Inc. | US |
| Netflix Inc. | US |
| McKesson Corp. | US |
| Colgate-Palmolive Co. | US |
| Constellation Energy | US |
| COINBASE GLOBAL A | US |
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Low
High
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