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
SA5UEMFP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0539523602
Last Value
514.71
-2.50 (-0.48%)
As of
CETWeek to Week Change
-1.63%
52 Week Change
33.66%
Year to Date Change
10.13%
Daily Low
513.48
Daily High
521.04
52 Week Low
377.65 — 4 May 2023
52 Week High
554.02 — 28 Mar 2024
Top 10 Components
Costco Wholesale Corp. | US |
META PLATFORMS CLASS A | US |
Accenture PLC Cl A | US |
NVIDIA Corp. | US |
SERVICENOW | US |
CADENCE DESIGN SYS. | US |
PHILLIPS 66 | US |
Paccar Inc. | US |
Roper Technologies Inc. | US |
Vertex Pharmaceuticals Inc. | US |
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Low
High
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