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
SA5UEVAZ
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539522992
Bloomberg
SA5UEVAZ INDEX
Last Value
357.78
-3.54 (-0.98%)
As of
CETWeek to Week Change
-0.79%
52 Week Change
25.24%
Year to Date Change
16.44%
Daily Low
357.78
Daily High
357.78
52 Week Low
257.62 — 27 Oct 2023
52 Week High
365.69 — 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
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