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
SA5UEQUV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539523354
Last Value
643.53
+4.74 (+0.74%)
As of
CETWeek to Week Change
2.32%
52 Week Change
46.18%
Year to Date Change
37.79%
Daily Low
643.53
Daily High
643.53
52 Week Low
439.81 — 28 Nov 2023
52 Week High
643.53 — 26 Nov 2024
Top 10 Components
Apple Inc. | US |
NVIDIA Corp. | US |
MasterCard Inc. Cl A | US |
Costco Wholesale Corp. | US |
SERVICENOW | US |
META PLATFORMS CLASS A | US |
WALMART INC. | US |
PALO ALTO NETWORKS | US |
AT&T Inc. | US |
Accenture PLC Cl A | US |
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