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
SA9UEMFZ
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524923783
Bloomberg ID
BBG00RRT4SH3
Last Value
577.43
+0.63 (+0.11%)
As of
CETWeek to Week Change
0.63%
52 Week Change
42.14%
Year to Date Change
16.12%
Daily Low
577.43
Daily High
577.43
52 Week Low
402.36 — 16 May 2023
52 Week High
602.22 — 28 Mar 2024
Top 10 Components
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
Accenture PLC Cl A | US |
Costco Wholesale Corp. | US |
Apple Inc. | US |
CADENCE DESIGN SYS. | US |
PHILLIPS 66 | US |
MARATHON PETROLEUM | US |
COPART | US |
REGENERON PHARMS. | US |
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