STOXX® Europe 600 ESG-X Ax Multi-Factor
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.
|ESG Reporting (Part of Benchmark Statement )||File|
|ESG Regulatory Methodology Statement|
Index Guides, Benchmark statement, and other reports are available under the Data tab.
|Dissemination period||09:00 CET-18:00 CET|
|Free Float Mcap||97'082.572 MEUR|
|Daily change (absolute)|
|Week to week change|
|52 week change|
|Year to date change|
|52 week low|
|52 week high|