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
SA9UEMFV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524923825
Last Value
577.86
-3.62 (-0.62%)
As of
CETWeek to Week Change
-1.70%
52 Week Change
33.27%
Year to Date Change
22.70%
Daily Low
577.86
Daily High
577.86
52 Week Low
402.18 — 27 Oct 2023
52 Week High
593.92 — 16 Jul 2024
Top 10 Components
META PLATFORMS CLASS A | US |
Costco Wholesale Corp. | US |
NVIDIA Corp. | US |
Apple Inc. | US |
CADENCE DESIGN SYS. | US |
Accenture PLC Cl A | US |
PHILLIPS 66 | US |
MARATHON PETROLEUM | US |
REGENERON PHARMS. | US |
D.R. Horton Inc. | US |
Zoom
Low
High
Featured indices
STOXX® USA 500 SRI
€434.18
-1.14
1Y Return
19.99%
1Y Volatility
0.13%
MDAX ESG Screened
€918.6
-8.55
1Y Return
-14.23%
1Y Volatility
0.15%
EURO STOXX® ESG-X ex Nuclear Power
€195.81
-1.72
1Y Return
8.30%
1Y Volatility
0.12%
STOXX® Developed Markets 2400 ESG-X
€330
-1.55
1Y Return
19.36%
1Y Volatility
0.10%
STOXX® Europe ESG Leaders 50
€298.61
-1.23
1Y Return
20.72%
1Y Volatility
0.10%