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
SA5UEMFL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0539523735
Last Value
415.28
-2.37 (-0.57%)
As of
CETWeek to Week Change
-1.91%
52 Week Change
30.06%
Year to Date Change
7.52%
Daily Low
414.1
Daily High
422.06
52 Week Low
313.74 — 4 May 2023
52 Week High
453.22 — 7 Mar 2024
Top 10 Components
Costco Wholesale Corp. | US |
META PLATFORMS CLASS A | US |
NVIDIA Corp. | US |
Accenture PLC Cl A | 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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