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
SA5ULRGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539523941
Last Value
54
-2.08 (-0.38%)
As of
CETWeek to Week Change
0.43%
52 Week Change
22.68%
Year to Date Change
2.86%
Daily Low
540
Daily High
540
52 Week Low
438.36 — 20 Feb 2024
52 Week High
542.08 — 6 Feb 2025
Top 10 Components
Apple Inc. | US |
Microsoft Corp. | US |
Berkshire Hathaway Inc. Cl B | US |
LINDE | US |
Coca-Cola Co. | US |
NVIDIA Corp. | US |
Honeywell International Inc. | US |
INTERCONTINENTALEXCHANGE INC | US |
Waste Management Inc. | US |
TJX Cos. | US |
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