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
SA9UEQUV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524921373
Last Value
561.55
+1.45 (+0.26%)
As of CET
Week to Week Change
5.57%
52 Week Change
45.58%
Year to Date Change
31.67%
Daily Low
561.55
Daily High
561.55
52 Week Low
385.74 — 13 Nov 2023
52 Week High
561.55 — 11 Nov 2024
Top 10 Components
| NVIDIA Corp. | US |
| Costco Wholesale Corp. | US |
| Apple Inc. | 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 |
| SERVICENOW | US |
Zoom
Low
High
Featured indices
iSTOXX® Transatlantic ESG 100 Equal Weight - EUR (Gross Return)
€1886.23
-30.09
1Y Return
25.79%
1Y Volatility
0.09%
iSTOXX® APG Developed Real Estate CRREM-Aligned RI - EUR (Price Return)
€96.64
+0.81
1Y Return
24.44%
1Y Volatility
0.13%
iSTOXX® Eurozone Family Owned ESG Company - EUR (Price Return)
€110.26
-1.99
1Y Return
6.84%
1Y Volatility
0.14%
STOXX® Global ESG Governance Leaders - USD (Gross Return)
$239.27
-0.56
1Y Return
23.06%
1Y Volatility
0.13%
STOXX® Canada 60 ESG-X - EUR (Price Return)
€182.89
+1.91
1Y Return
25.64%
1Y Volatility
0.11%