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
SA9UEMFG
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524923577
Last Value
750.77
-3.05 (-0.40%)
As of
CETWeek to Week Change
-0.13%
52 Week Change
37.68%
Year to Date Change
23.84%
Daily Low
750.77
Daily High
750.77
52 Week Low
534.99 — 27 Oct 2023
52 Week High
758.76 — 18 Jun 2024
Top 10 Components
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
Costco Wholesale Corp. | US |
Apple Inc. | US |
CADENCE DESIGN SYS. | US |
Accenture PLC Cl A | US |
PHILLIPS 66 | US |
REGENERON PHARMS. | US |
MARATHON PETROLEUM | US |
Bank of New York Mellon Corp. | US |
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Featured indices
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1Y Volatility
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iSTOXX® APG World Multi-Factor Responsible SDI
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STOXX® Europe 50 ESG-X
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1Y Return
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1Y Volatility
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