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
SA9UEMFZ
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524923783
Bloomberg
SA9UEMFZ INDEX
Last Value
678.74
-7.42 (-1.08%)
As of
CETWeek to Week Change
0.59%
52 Week Change
27.19%
Year to Date Change
5.59%
Daily Low
678.74
Daily High
678.74
52 Week Low
533.65 — 1 Feb 2024
52 Week High
691.5 — 4 Dec 2024
Top 10 Components
META PLATFORMS CLASS A | US |
Costco Wholesale Corp. | US |
NVIDIA Corp. | US |
Apple Inc. | US |
AT&T Inc. | US |
SPOTIFY TECHNOLOGY | US |
Bank of New York Mellon Corp. | US |
AFLAC Inc. | US |
Ameriprise Financial Inc. | US |
AXON ENTERPRISE | US |
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Low
High
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1Y Volatility
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€142.02
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STOXX® Asia/Pacific 600 ESG-X Ax Momentum - EUR (Price Return)
€309.38
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iSTOXX® L&G North America Quality - USD (Net Return)
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1Y Volatility
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iSTOXX® L&G North America Value - USD (Net Return)
$738.59
-0.81
1Y Return
22.56%
1Y Volatility
0.12%