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
15:30-22:30 CET
ISIN
CH0524921290
Last Value
460.54
+1.31 (+0.29%)
As of CET
Week to Week Change
-1.29%
52 Week Change
34.56%
Year to Date Change
25.45%
Daily Low
455.07
Daily High
460.74
52 Week Low
340.8399 — 28 Nov 2023
52 Week High
466.76 — 13 Nov 2024
Top 10 Components
| NVIDIA Corp. | US |
| MOTOROLA SOLUTIONS INC. | US |
| FAIR ISAAC | US |
| APPLOVIN A | US |
| Ameriprise Financial Inc. | US |
| COPART | US |
| Roper Technologies Inc. | US |
| TARGA RESOURCES | US |
| Republic Services Inc. | US |
| GARTNER 'A' | US |
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High
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