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
SA9UEQUG
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524921415
Last Value
485.58
+0.92 (+0.19%)
As of
CETWeek to Week Change
0.18%
52 Week Change
0.44%
Year to Date Change
14.39%
52 Week Low
420.51 — 28 Dec 2022
52 Week High
504.56 — 1 Aug 2023
Top 10 Components
Costco Wholesale Corp. | Retail | US |
Apple Inc. | Technology | US |
SALESFORCE INC. | Technology | US |
SERVICENOW | Technology | US |
Vertex Pharmaceuticals Inc. | Health Care | US |
PALO ALTO NETWORKS | Technology | US |
Accenture PLC Cl A | Industrial Goods and Services | US |
McKesson Corp. | Personal Care, Drug and Grocery Stores | US |
Texas Instruments Inc. | Technology | US |
PHILLIPS 66 | Energy | US |
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Low
High
Featured indices
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1Y Return
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1Y Volatility
0.16%
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21.36%
1Y Volatility
0.16%
STOXX® Europe 600 ESG-X
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1Y Return
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STOXX® USA 500 ESG-X
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1Y Volatility
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STOXX® Global ESG Leaders
$137.19
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1Y Return
14.79%
1Y Volatility
0.18%