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
SA9UESZG
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524922090
Last Value
578.93
+0.53 (+0.09%)
As of
CETWeek to Week Change
0.51%
52 Week Change
27.34%
Year to Date Change
3.62%
Daily Low
578.93
Daily High
578.93
52 Week Low
454.65 — 5 Feb 2024
52 Week High
585.9299 — 26 Nov 2024
Top 10 Components
MOTOROLA SOLUTIONS INC. | US |
NVIDIA Corp. | US |
COPART | US |
Ameriprise Financial Inc. | US |
Roper Technologies Inc. | US |
Republic Services Inc. | US |
TARGA RESOURCES | US |
FAIR ISAAC | US |
GARTNER 'A' | US |
VERISK ANALYTICS CL.A | US |
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Low
High
Featured indices
STOXX® Global Reported Low Carbon - USD (Gross Return)
$474.6
+2.10
1Y Return
20.42%
1Y Volatility
0.11%
STOXX® Global 1800 ex Europe Low Carbon - EUR (Gross Return)
€644.33
-0.86
1Y Return
27.12%
1Y Volatility
0.13%
EURO STOXX® 50 Low Carbon - EUR (Gross Return)
€395.79
+0.22
1Y Return
19.43%
1Y Volatility
0.13%
iSTOXX® L&G Emerging Markets Quality - USD (Net Return)
$693.02
+2.05
1Y Return
13.93%
1Y Volatility
0.12%
iSTOXX® L&G UK Value - GBP (Net Return)
€414.27
+1.41
1Y Return
23.08%
1Y Volatility
0.10%