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
SA5UESZZ
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539522968
Bloomberg ID
BBG00THTTTP2
Last Value
419.17
-2.36 (-0.56%)
As of
CETWeek to Week Change
-1.73%
52 Week Change
16.68%
Year to Date Change
3.55%
Daily Low
419.17
Daily High
419.17
52 Week Low
340.79 — 27 Oct 2023
52 Week High
448.19 — 28 Mar 2024
Top 10 Components
Boston Scientific Corp. | US |
ARISTA NETWORKS | US |
INTERCONTINENTALEXCHANGE INC | US |
Paccar Inc. | US |
Roper Technologies Inc. | US |
UNITED RENTALS | US |
AON PLC | US |
TE CONNECTIVITY LTD. | US |
CENTENE | US |
Yum! Brands Inc. | US |
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Low
High
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