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
SA5UEVAL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0539523545
Last Value
279.49
+3.86 (+1.40%)
As of
CETWeek to Week Change
2.16%
52 Week Change
28.46%
Year to Date Change
17.74%
Daily Low
276.13
Daily High
279.6
52 Week Low
199.85 — 27 Oct 2023
52 Week High
279.49 — 16 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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Low
High
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