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
SA9UEQUL
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0524921753
Last Value
491.24
+3.62 (+0.74%)
As of
CETWeek to Week Change
-1.10%
52 Week Change
39.51%
Year to Date Change
29.62%
Daily Low
485.25
Daily High
491.74
52 Week Low
352.13 — 20 Nov 2023
52 Week High
496.71 — 13 Nov 2024
Top 10 Components
NVIDIA Corp. | US |
Apple Inc. | US |
Costco Wholesale Corp. | US |
MasterCard Inc. Cl A | US |
AT&T Inc. | US |
PALO ALTO NETWORKS | US |
META PLATFORMS CLASS A | US |
WALMART INC. | US |
McKesson Corp. | US |
SERVICENOW | US |
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