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
SA9UEQUR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524921340
Last Value
706.89
+3.25 (+0.46%)
As of CET
Week to Week Change
4.30%
52 Week Change
46.83%
Year to Date Change
35.95%
Daily Low
706.89
Daily High
706.89
52 Week Low
477.35 — 16 Nov 2023
52 Week High
706.89 — 12 Nov 2024
Top 10 Components
| NVIDIA Corp. | US |
| Apple Inc. | US |
| Costco Wholesale Corp. | US |
| MasterCard Inc. Cl A | US |
| AT&T Inc. | US |
| PALO ALTO NETWORKS | US |
| META PLATFORMS CLASS A | US |
| WALMART INC. | US |
| McKesson Corp. | US |
| Accenture PLC Cl A | US |
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Low
High
Featured indices
iSTOXX® APG World Multi-Factor Responsible - EUR (Price Return)
€144.73
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1Y Return
29.33%
1Y Volatility
0.12%
iSTOXX® L&G Developed Asia Pacific ex Japan Quality - USD (Net Return)
$802.27
+8.70
1Y Return
15.90%
1Y Volatility
0.14%
iSTOXX® L&G Emerging Markets Low Volatility - USD (Net Return)
$668
-11.96
1Y Return
19.97%
1Y Volatility
0.12%
EURO STOXX® Sustainability - EUR (Price Return)
€161.36
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1Y Return
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1Y Volatility
0.12%
iSTOXX® Global ESG Japan Leg Equal Weight - EUR (Price Return)
€2906.23
-10.59
1Y Return
19.02%
1Y Volatility
0.25%