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
633
+2.13 (+0.34%)
As of CET
Week to Week Change
5.56%
52 Week Change
48.62%
Year to Date Change
35.54%
Daily Low
633
Daily High
633
52 Week Low
425.92 — 13 Nov 2023
52 Week High
633 — 11 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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