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
SA5ULRR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539524196
Last Value
475.05
+4.07 (+0.86%)
As of
CETWeek to Week Change
5.15%
52 Week Change
29.08%
Year to Date Change
23.83%
Daily Low
475.05
Daily High
475.05
52 Week Low
366.66 — 15 Nov 2023
52 Week High
475.05 — 8 Nov 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
High
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