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
SA5UEQUR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539523297
Last Value
783.59
+4.88 (+0.63%)
As of
CETWeek to Week Change
-1.14%
52 Week Change
48.45%
Year to Date Change
38.67%
Daily Low
783.59
Daily High
783.59
52 Week Low
527.84 — 20 Nov 2023
52 Week High
792.64 — 13 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 |
META PLATFORMS CLASS A | US |
WALMART INC. | US |
AT&T Inc. | US |
MERCADOLIBRE | US |
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