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
SA5ULRGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539524048
Bloomberg
SA5ULRGV INDEX
Last Value
414.94
-0.61 (-0.15%)
As of
CETWeek to Week Change
0.09%
52 Week Change
35.82%
Year to Date Change
20.89%
Daily Low
414.94
Daily High
414.94
52 Week Low
301.69 — 27 Oct 2023
52 Week High
416.66 — 18 Oct 2024
Top 10 Components
Apple Inc. | US |
Berkshire Hathaway Inc. Cl B | US |
Microsoft Corp. | US |
LINDE | US |
VISA Inc. Cl A | US |
Honeywell International Inc. | US |
Coca-Cola Co. | US |
INTERCONTINENTALEXCHANGE INC | US |
NVIDIA Corp. | US |
Amphenol Corp. Cl A | US |
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Low
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