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
SA9UEVAL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0524921316
Last Value
247.45
+0.50 (+0.20%)
As of CET
Week to Week Change
0.55%
52 Week Change
29.10%
Year to Date Change
8.89%
Daily Low
247.17
Daily High
247.89
52 Week Low
189.72 — 16 May 2023
52 Week High
253.42 — 28 Mar 2024
Top 10 Components
| Microsoft Corp. | US |
| AT&T Inc. | US |
| ALPHABET CLASS C | US |
| Citigroup Inc. | US |
| NVIDIA Corp. | US |
| META PLATFORMS CLASS A | US |
| Apple Inc. | US |
| MARATHON PETROLEUM | US |
| THE CIGNA GROUP | US |
| Capital One Financial Corp. | US |
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Low
High
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