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
SA9UESZL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0524921431
Last Value
324.65
-1.04 (-0.32%)
As of
CETWeek to Week Change
0.14%
52 Week Change
19.86%
Year to Date Change
7.01%
Daily Low
324.52
Daily High
326.77
52 Week Low
256.89 — 27 Oct 2023
52 Week High
331.9 — 28 Mar 2024
Top 10 Components
COPART | US |
MOTOROLA SOLUTIONS INC. | US |
Ameriprise Financial Inc. | US |
Republic Services Inc. | US |
INGERSOLL-RAND | US |
Arch Capital Group Ltd. | US |
MONOLITHIC PWR.SYS. | US |
GARTNER 'A' | US |
VERISK ANALYTICS CL.A | US |
FAIR ISAAC | US |
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