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
SA5UEQUZ
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539523180
Bloomberg
SA5UEQUZ INDEX
Last Value
669.47
-0.50 (-0.07%)
As of
CETWeek to Week Change
1.74%
52 Week Change
46.93%
Year to Date Change
36.04%
Daily Low
669.47
Daily High
669.47
52 Week Low
451.97 — 16 Nov 2023
52 Week High
669.97 — 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 |
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Low
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