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
SA9UESZZ
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524922199
Bloomberg
SA9UESZZ INDEX
Last Value
445.48
+11.61 (+2.68%)
As of
CETWeek to Week Change
4.39%
52 Week Change
36.98%
Year to Date Change
22.10%
Daily Low
445.48
Daily High
445.48
52 Week Low
322.36 — 9 Nov 2023
52 Week High
445.48 — 6 Nov 2024
Top 10 Components
NVIDIA Corp. | US |
MOTOROLA SOLUTIONS INC. | US |
COPART | US |
FAIR ISAAC | US |
Ameriprise Financial Inc. | US |
Roper Technologies Inc. | US |
Republic Services Inc. | US |
CBRE GP. | US |
GARTNER 'A' | US |
TARGA RESOURCES | US |
Zoom
Low
High
Featured indices
ISS STOXX® Global 1800 ESG Climbers - USD (Gross Return)
$1351
-2.77
1Y Return
23.87%
1Y Volatility
0.11%
STOXX® Emerging Markets Total Market Mid ESG-X - EUR (Price Return)
€169.23
+0.39
1Y Return
16.31%
1Y Volatility
0.12%
STOXX® Asia/Pacific Climate Impact Ex Global Compact and Controversial Weapons - USD (Gross Return)
$208.5
+0.96
1Y Return
23.34%
1Y Volatility
0.21%
STOXX® Asia/Pacific 600 ESG-X Ax Quality - EUR (Price Return)
€253.68
+0.40
1Y Return
25.48%
1Y Volatility
0.18%
EURO STOXX® Paris-Aligned Benchmark - EUR (Price Return)
€134.55
+1.50
1Y Return
14.02%
1Y Volatility
0.11%