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
SA5ULRV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539524287
Last Value
357.09
+2.10 (+0.59%)
As of
CETWeek to Week Change
1.78%
52 Week Change
17.41%
Year to Date Change
12.62%
Daily Low
357.09
Daily High
357.09
52 Week Low
279.0899 — 27 Oct 2023
52 Week High
363.42 — 16 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 |
Zoom
Low
High
Featured indices
STOXX® Global Select 100 EUR
€176.97
+0.73
1Y Return
10.12%
1Y Volatility
0.08%
STOXX® Global Diversification Select 100 EUR
€253.43
+0.07
1Y Return
4.98%
1Y Volatility
0.07%
EURO STOXX® Select 50 EUR
€136.5
+0.71
1Y Return
7.41%
1Y Volatility
0.10%
EURO STOXX® Diversification Select 50 EUR
€173.32
+0.21
1Y Return
5.90%
1Y Volatility
0.09%
EURO STOXX 50® Volatility (VSTOXX®)
€15.2695
+0.04
1Y Return
-4.94%
1Y Volatility
0.95%