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
SA5UEQUL
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0539523438
Last Value
552.2
+4.07 (+0.74%)
As of
CETWeek to Week Change
-1.18%
52 Week Change
42.81%
Year to Date Change
33.42%
Daily Low
545.58
Daily High
552.55
52 Week Low
386.66 — 20 Nov 2023
52 Week High
559.24 — 12 Nov 2024
Top 10 Components
NVIDIA Corp. | US |
MasterCard Inc. Cl A | US |
Apple Inc. | US |
Costco Wholesale Corp. | US |
SERVICENOW | US |
PALO ALTO NETWORKS | US |
AT&T Inc. | US |
META PLATFORMS CLASS A | US |
WALMART INC. | US |
MERCADOLIBRE | US |
Zoom
Low
High
Featured indices
STOXX® Global ESG Environmental Leaders Diversification Select 30 EUR - EUR (Gross Return)
€552.85
+1.16
1Y Return
20.75%
1Y Volatility
0.08%
STOXX® Global ESG Leaders Select 50 Risk Control 10% - EUR (Total Return)
€1685.87
-5.27
1Y Return
10.84%
1Y Volatility
0.10%
STOXX® Global 1800 ESG Target TE - EUR (Price Return)
€353.5
+3.56
1Y Return
29.42%
1Y Volatility
0.11%
iSTOXX® L&G Japan Multi-Factor ESG - USD (Net Return)
$331.84
-4.74
1Y Return
15.63%
1Y Volatility
0.24%
STOXX® Europe 600 ESG-X - EUR (Price Return)
€186.89
+0.47
1Y Return
9.81%
1Y Volatility
0.10%