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
SA9UELRV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524923718
Last Value
364.88
-0.91 (-0.25%)
As of
CETWeek to Week Change
0.15%
52 Week Change
17.97%
Year to Date Change
9.99%
Daily Low
364.88
Daily High
364.88
52 Week Low
289.66 — 27 Oct 2023
52 Week High
365.82 — 5 Jul 2024
Top 10 Components
Apple Inc. | US |
Microsoft Corp. | US |
VISA Inc. Cl A | US |
LINDE | US |
Coca-Cola Co. | US |
NVIDIA Corp. | US |
Waste Management Inc. | US |
T-Mobile US Inc | US |
JPMorgan Chase & Co. | US |
CME Group Inc. Cl A | US |
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