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
SA9UEVAL
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0524921316
Last Value
274.32
+10.42 (+3.95%)
As of CET
Week to Week Change
5.33%
52 Week Change
34.99%
Year to Date Change
20.71%
Daily Low
267.06
Daily High
274.8
52 Week Low
200.69 — 9 Nov 2023
52 Week High
274.32 — 6 Nov 2024
Top 10 Components
| NVIDIA Corp. | US |
| Microsoft Corp. | US |
| AT&T Inc. | US |
| Citigroup Inc. | US |
| ALPHABET CLASS C | US |
| Apple Inc. | US |
| Capital One Financial Corp. | US |
| CVS HEALTH CORP. | US |
| GENERAL MOTORS | US |
| PG&E | US |
Zoom
Low
High
Featured indices
iSTOXX® APG Developed Real Estate RI - EUR (Price Return)
€94.28
-0.21
1Y Return
23.89%
1Y Volatility
0.13%
MDAX ESG Screened - EUR (Net Return)
€1111.98
-23.72
1Y Return
3.13%
1Y Volatility
0.15%
STOXX® Europe Sustainability Select 30 EUR - EUR (Gross Return)
€402.73
+2.88
1Y Return
20.66%
1Y Volatility
0.09%
iSTOXX® APG World Multi-Factor Responsible Low-Carbon - EUR (Price Return)
€145.57
+0.99
1Y Return
31.89%
1Y Volatility
0.12%
STOXX® Global ESG Environmental Leaders - USD (Gross Return)
$267.9
-0.78
1Y Return
25.90%
1Y Volatility
0.13%