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
SA9UEVAR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524921787
Last Value
370.06
+1.15 (+0.31%)
As of
CETWeek to Week Change
0.84%
52 Week Change
30.45%
Year to Date Change
11.65%
Daily Low
370.06
Daily High
370.06
52 Week Low
280.47 — 24 May 2023
52 Week High
377.63 — 1 Apr 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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