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
SA5ULRL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0539523958
Last Value
304.34
+2.07 (+0.68%)
As of
CETWeek to Week Change
0.93%
52 Week Change
23.33%
Year to Date Change
15.41%
Daily Low
301.85
Daily High
304.4
52 Week Low
232.93 — 27 Oct 2023
52 Week High
304.3399 — 23 Aug 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
High
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