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
SA5UEVAZ
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539522992
Bloomberg ID
BBG00THTTTR0
Last Value
320.88
+2.66 (+0.84%)
As of
CETWeek to Week Change
0.08%
52 Week Change
16.25%
Year to Date Change
4.43%
Daily Low
320.88
Daily High
320.88
52 Week Low
249.53 — 13 Mar 2023
52 Week High
323.72 — 12 Feb 2024
Top 10 Components
Microsoft Corp. | US |
ALPHABET CLASS C | US |
AT&T Inc. | US |
Citigroup Inc. | US |
NVIDIA Corp. | US |
CVS HEALTH CORP. | US |
MARATHON PETROLEUM | US |
META PLATFORMS CLASS A | US |
Apple Inc. | US |
Valero Energy Corp. | US |
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Low
High
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