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
SA5UEQUP
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0539523792
Last Value
685.12
+12.41 (+1.84%)
As of CET
Week to Week Change
7.46%
52 Week Change
48.57%
Year to Date Change
36.80%
Daily Low
677.34
Daily High
689.73
52 Week Low
457.36 — 9 Nov 2023
52 Week High
685.12 — 8 Nov 2024
Top 10 Components
| NVIDIA Corp. | US |
| MasterCard Inc. Cl A | US |
| Costco Wholesale Corp. | US |
| Apple Inc. | US |
| SERVICENOW | US |
| PALO ALTO NETWORKS | US |
| META PLATFORMS CLASS A | US |
| AT&T Inc. | US |
| WALMART INC. | US |
| MERCADOLIBRE | US |
Zoom
Low
High
Featured indices
STOXX® North America Ex Tobacco Industry Neutral ESG 200 - USD (Gross Return)
$521.79
-1.12
1Y Return
53.01%
1Y Volatility
0.17%
iSTOXX® APG World Multi-Factor Responsible SDI - EUR (Price Return)
€146.65
+1.66
1Y Return
31.97%
1Y Volatility
0.12%
STOXX® North America Industry Neutral ESG 150 - USD (Net Return)
$475.79
-0.80
1Y Return
50.82%
1Y Volatility
0.17%
STOXX® Europe Sustainability - EUR (Net Return)
€361.87
-7.08
1Y Return
14.43%
1Y Volatility
0.10%
STOXX® Japan 600 ESG-X Ax Quality - EUR (Price Return)
€288.46
+4.56
1Y Return
17.35%
1Y Volatility
0.23%