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
SA9UEMFP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0524923973
Last Value
573.44
+7.82 (+1.38%)
As of
CETWeek to Week Change
4.48%
52 Week Change
27.91%
Year to Date Change
13.24%
Daily Low
566.67
Daily High
574.15
52 Week Low
407.48 — 4 May 2023
52 Week High
573.44 — 7 Feb 2024
Top 10 Components
META PLATFORMS CLASS A | US |
NVIDIA Corp. | US |
Accenture PLC Cl A | US |
Costco Wholesale Corp. | US |
Apple Inc. | US |
CADENCE DESIGN SYS. | US |
PHILLIPS 66 | US |
MARATHON PETROLEUM | US |
Paccar Inc. | US |
COPART | US |
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Low
High
Featured indices
EURO STOXX 50® ESG
€206.56
-1.37
1Y Return
17.48%
1Y Volatility
0.12%
DAX 50 ESG
€2452.31
-4.96
1Y Return
12.76%
1Y Volatility
0.12%
STOXX® Europe 600 ESG-X
€186.91
-1.11
1Y Return
7.71%
1Y Volatility
0.10%
STOXX® USA 500 ESG-X
$369.82
-0.01
1Y Return
26.85%
1Y Volatility
0.12%
STOXX® Global ESG Leaders
$149.81
+0.10
1Y Return
4.76%
1Y Volatility
0.14%