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
SA5UESZZ
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539522968
Bloomberg
SA5UESZZ INDEX
Last Value
483.22
+1.62 (+0.34%)
As of CET
Week to Week Change
-1.37%
52 Week Change
27.33%
Year to Date Change
19.38%
Daily Low
483.22
Daily High
483.22
52 Week Low
379.51 — 20 Nov 2023
52 Week High
491.27 — 11 Nov 2024
Top 10 Components
| Boston Scientific Corp. | US |
| INTERCONTINENTALEXCHANGE INC | US |
| ARISTA NETWORKS | US |
| Roper Technologies Inc. | US |
| FORTINET | US |
| Paccar Inc. | US |
| Moody's Corp. | US |
| AON PLC | US |
| PG&E | US |
| TE CONNECTIVITY LTD. | US |
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Low
High
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—
1Y Volatility
—