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
SA5UESZP
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0539523644
Last Value
497.31
+4.85 (+0.98%)
As of CET
Daily Low
496.29
Daily High
497.92
Top 10 Components
| Boston Scientific Corp. | US |
| INTERCONTINENTALEXCHANGE INC | US |
| FORTINET | US |
| Roper Technologies Inc. | US |
| Paccar Inc. | US |
| ARISTA NETWORKS | US |
| Moody's Corp. | US |
| AON PLC | US |
| PG&E | US |
| TE CONNECTIVITY LTD. | US |
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