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
515.55
-4.58 (-0.88%)
As of
CETWeek to Week Change
-1.71%
52 Week Change
19.92%
Year to Date Change
3.73%
Daily Low
515.12
Daily High
517.52
52 Week Low
413.75 — 5 Aug 2024
52 Week High
524.54 — 10 Feb 2025
Top 10 Components
Boston Scientific Corp. | US |
INTERCONTINENTALEXCHANGE INC | US |
FORTINET | US |
Cintas Corp. | US |
ARISTA NETWORKS | US |
Roper Technologies Inc. | US |
Moody's Corp. | US |
AON PLC | US |
Paccar Inc. | US |
KLA | US |
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