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
SA5UEVAG
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539522877
Last Value
437.42
+0.80 (+0.18%)
As of
CETWeek to Week Change
0.89%
52 Week Change
33.00%
Year to Date Change
17.65%
Daily Low
437.42
Daily High
437.42
52 Week Low
322.46 — 27 Oct 2023
52 Week High
437.89 — 10 Jul 2024
Top 10 Components
ALPHABET CLASS C | US |
AT&T Inc. | US |
Microsoft Corp. | US |
Citigroup Inc. | US |
NVIDIA Corp. | US |
Apple Inc. | US |
CVS HEALTH CORP. | US |
Intel Corp. | US |
MARATHON PETROLEUM | US |
Capital One Financial Corp. | US |
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