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
SA5UEVAR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539523115
Last Value
424.67
-2.40 (-0.56%)
As of
CETWeek to Week Change
-2.81%
52 Week Change
25.04%
Year to Date Change
23.43%
Daily Low
424.67
Daily High
424.67
52 Week Low
336.85 — 20 Dec 2023
52 Week High
443.56 — 2 Dec 2024
Top 10 Components
NVIDIA Corp. | US |
Microsoft Corp. | US |
Apple Inc. | US |
Citigroup Inc. | US |
ALPHABET CLASS C | US |
AT&T Inc. | US |
Capital One Financial Corp. | US |
CVS HEALTH CORP. | US |
META PLATFORMS CLASS A | US |
GENERAL MOTORS | US |
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