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
SA5UESZL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0539523198
Last Value
297.5
-0.87 (-0.29%)
As of
CETWeek to Week Change
-0.22%
52 Week Change
14.08%
Year to Date Change
6.22%
Daily Low
296.94
Daily High
300.75
52 Week Low
250.27 — 14 Oct 2022
52 Week High
324.02 — 18 Jul 2023
Top 10 Components
Boston Scientific Corp. | Health Care | US |
INTERCONTINENTALEXCHANGE INC | Financial Services | US |
Roper Technologies Inc. | Technology | US |
ARISTA NETWORKS | Telecommunications | US |
AON PLC | Insurance | US |
Paccar Inc. | Industrial Goods and Services | US |
TE CONNECTIVITY LTD. | Technology | US |
Microsoft Corp. | Technology | US |
Yum! Brands Inc. | Travel and Leisure | US |
Cognizant Technology Solutions | Technology | US |
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Low
High
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