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
SA9UEVAZ
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524922207
Bloomberg
SA9UEVAZ INDEX
Last Value
354.48
-3.18 (-0.89%)
As of
CETWeek to Week Change
-1.76%
52 Week Change
26.31%
Year to Date Change
20.71%
Daily Low
354.48
Daily High
354.48
52 Week Low
280.65 — 12 Dec 2023
52 Week High
363.29 — 25 Nov 2024
Top 10 Components
NVIDIA Corp. | US |
Microsoft Corp. | US |
AT&T Inc. | US |
ALPHABET CLASS C | US |
Citigroup Inc. | US |
Apple Inc. | US |
Capital One Financial Corp. | US |
CVS HEALTH CORP. | US |
GENERAL MOTORS | US |
Bank of New York Mellon Corp. | US |
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Low
High
Featured indices
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$676.12
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1Y Return
19.16%
1Y Volatility
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EURO STOXX® Total Market Mid ESG-X - EUR (Price Return)
€203.42
+0.21
1Y Return
5.54%
1Y Volatility
0.11%
STOXX® Asia/Pacific 600 ESG-X - EUR (Price Return)
€190.05
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1Y Volatility
0.19%
ISS STOXX® Developed World Biodiversity Focus SRI - USD (Gross Return)
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1Y Return
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1Y Volatility
0.11%
STOXX® USA ESG Select KPIs - USD (Gross Return)
$3341.46
-8.95
1Y Return
22.64%
1Y Volatility
0.12%