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
22:15-22:15 CET
ISIN
CH0539524048
Bloomberg
SA5ULRGV INDEX
Last Value
389.06
+2.74 (+0.71%)
As of
CETWeek to Week Change
1.38%
52 Week Change
19.69%
Year to Date Change
13.35%
Daily Low
389.06
Daily High
389.06
52 Week Low
301.69 — 27 Oct 2023
52 Week High
389.06 — 12 Jul 2024
Top 10 Components
Berkshire Hathaway Inc. Cl B | US |
Apple Inc. | US |
Microsoft Corp. | US |
LINDE | US |
Coca-Cola Co. | US |
VISA Inc. Cl A | US |
McDonald's Corp. | US |
Procter & Gamble Co. | US |
T-Mobile US Inc | US |
Amphenol Corp. Cl A | US |
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Low
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