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
437.58
-6.50 (-1.46%)
As of
CETWeek to Week Change
0.41%
52 Week Change
23.90%
Year to Date Change
2.52%
Daily Low
437.58
Daily High
437.58
52 Week Low
353.18 — 26 Jan 2024
52 Week High
444.08 — 23 Jan 2025
Top 10 Components
NVIDIA Corp. | US |
Citigroup Inc. | US |
Microsoft Corp. | US |
ALPHABET CLASS C | US |
Apple Inc. | US |
Comcast Corp. Cl A | US |
Capital One Financial Corp. | US |
META PLATFORMS CLASS A | US |
AT&T Inc. | US |
CVS HEALTH CORP. | US |
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