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
SA9UEMOR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524921712
Last Value
649.3
+5.99 (+0.93%)
As of
CETWeek to Week Change
0.42%
52 Week Change
49.15%
Year to Date Change
25.42%
Daily Low
649.3
Daily High
649.3
52 Week Low
435.32 — 4 May 2023
52 Week High
671.29 — 5 Apr 2024
Top 10 Components
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
Apple Inc. | US |
Microsoft Corp. | US |
Eli Lilly & Co. | US |
Netflix Inc. | US |
McKesson Corp. | US |
MARATHON PETROLEUM | US |
Constellation Energy | US |
GE Aerospace | US |
Zoom
Low
High
Featured indices
EURO STOXX 50® ESG
€205.75
+0.73
1Y Return
17.73%
1Y Volatility
0.12%
DAX 50 ESG
€2451.66
+9.94
1Y Return
11.89%
1Y Volatility
0.12%
STOXX® Europe 600 ESG-X
€187.98
+0.80
1Y Return
8.21%
1Y Volatility
0.10%
STOXX® USA 500 ESG-X
$374.41
+5.04
1Y Return
25.72%
1Y Volatility
0.12%
STOXX® Global ESG Leaders
$152.61
+1.74
1Y Return
7.68%
1Y Volatility
0.14%