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
15:30-22:15 CET
ISIN
CH0524921753
Last Value
409.28
+3.76 (+0.93%)
As of
CETWeek to Week Change
2.58%
52 Week Change
31.22%
Year to Date Change
7.99%
Daily Low
407.51
Daily High
409.32
52 Week Low
311.81 — 9 May 2023
52 Week High
426.79 — 21 Mar 2024
Top 10 Components
Apple Inc. | US |
Costco Wholesale Corp. | US |
SERVICENOW | US |
PALO ALTO NETWORKS | US |
NVIDIA Corp. | US |
MasterCard Inc. Cl A | US |
AT&T Inc. | US |
WALMART INC. | US |
McKesson Corp. | US |
Vertex Pharmaceuticals Inc. | US |
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Low
High
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