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
22:15-22:15 CET
ISIN
CH0539523115
Last Value
401.29
-3.05 (-0.75%)
As of
CETWeek to Week Change
-0.55%
52 Week Change
28.13%
Year to Date Change
16.63%
Daily Low
401.29
Daily High
401.29
52 Week Low
298.77 — 27 Oct 2023
52 Week High
410.58 — 16 Jul 2024
Top 10 Components
AT&T Inc. | US |
ALPHABET CLASS C | US |
Microsoft Corp. | US |
Citigroup Inc. | US |
NVIDIA Corp. | US |
Apple Inc. | US |
CVS HEALTH CORP. | US |
MARATHON PETROLEUM | US |
Intel Corp. | US |
Capital One Financial Corp. | US |
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Low
High
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