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
SA9UEVAG
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524921258
Last Value
448.56
-0.29 (-0.06%)
As of
CETWeek to Week Change
-0.71%
52 Week Change
35.33%
Year to Date Change
25.29%
Daily Low
448.56
Daily High
448.56
52 Week Low
330.04 — 21 Nov 2023
52 Week High
452.28 — 11 Nov 2024
Top 10 Components
NVIDIA Corp. | US |
Microsoft Corp. | US |
AT&T Inc. | US |
Citigroup Inc. | US |
Apple Inc. | US |
ALPHABET CLASS C | US |
CVS HEALTH CORP. | US |
Capital One Financial Corp. | US |
GENERAL MOTORS | US |
PG&E | US |
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