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Indices

STOXX® USA 500 ESG-X Ax Value

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.

Symbol
SA5UEVAR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539523115
Last Value
431.09 -0.34 (-0.08%)
As of 10:30 pm CET
Week to Week Change
-0.77%
52 Week Change
34.98%
Year to Date Change
25.30%
Daily Low
431.09
Daily High
431.09
52 Week Low
318.1621 Nov 2023
52 Week High
434.4911 Nov 2024

Top 10 Components

NVIDIA Corp. US
Microsoft Corp. US
Citigroup Inc. US
AT&T Inc. US
Apple Inc. US
ALPHABET CLASS C US
CVS HEALTH CORP. US
Capital One Financial Corp. US
GENERAL MOTORS US
Bank of New York Mellon Corp. US
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