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
SA9UESZP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0524921290
Last Value
404.74
-1.50 (-0.37%)
As of
CETWeek to Week Change
0.02%
52 Week Change
19.65%
Year to Date Change
10.25%
Daily Low
404.17
Daily High
405.55
52 Week Low
321.56 — 27 Oct 2023
52 Week High
407.67 — 21 Jun 2024
Top 10 Components
COPART | US |
Roper Technologies Inc. | US |
MOTOROLA SOLUTIONS INC. | US |
Ameriprise Financial Inc. | US |
Republic Services Inc. | US |
MONOLITHIC PWR.SYS. | US |
VERISK ANALYTICS CL.A | US |
Arch Capital Group Ltd. | US |
FAIR ISAAC | US |
INGERSOLL-RAND | US |
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Low
High
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1Y Volatility
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