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
SA9UEMOG
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524922017
Last Value
737.65
+2.07 (+0.28%)
As of
CETWeek to Week Change
-3.36%
52 Week Change
44.30%
Year to Date Change
34.95%
Daily Low
737.65
Daily High
737.65
52 Week Low
493.47 — 27 Oct 2023
52 Week High
771.91 — 10 Jul 2024
Top 10 Components
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
Microsoft Corp. | US |
Eli Lilly & Co. | US |
Apple Inc. | US |
McKesson Corp. | US |
Netflix Inc. | US |
Constellation Energy | US |
BLACKSTONE A | US |
GE Aerospace | US |
Zoom
Low
High
Featured indices
EURO STOXX® Sustainability ex Alcohol Gambling Tobacco Armaments & Firearms
€288.72
-2.71
1Y Return
13.33%
1Y Volatility
0.11%
iSTOXX® L&G Developed Asia Pacific ex Japan Value
$892.95
-14.29
1Y Return
0.67%
1Y Volatility
0.14%
STOXX® Australia Total Market ESG-X
€142.74
+0.83
1Y Return
7.36%
1Y Volatility
0.14%
STOXX® USA 500 Climate Transition Benchmark
€229.21
-5.38
1Y Return
16.51%
1Y Volatility
0.12%
EURO STOXX® ESG Target
€204.86
+1.36
1Y Return
10.07%
1Y Volatility
0.11%