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
SA5UEQUZ
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539523180
Bloomberg ID
BBG00THTTTV5
Last Value
513.37
-6.03 (-1.16%)
As of
CETWeek to Week Change
-2.10%
52 Week Change
25.35%
Year to Date Change
4.32%
Daily Low
513.37
Daily High
513.37
52 Week Low
397.73 — 26 Apr 2023
52 Week High
549.7 — 21 Mar 2024
Top 10 Components
Apple Inc. | US |
Costco Wholesale Corp. | US |
NVIDIA Corp. | US |
SERVICENOW | US |
PALO ALTO NETWORKS | US |
Texas Instruments Inc. | US |
MasterCard Inc. Cl A | US |
WALMART INC. | US |
McKesson Corp. | US |
Accenture PLC Cl A | US |
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Low
High
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