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
SA9UELRP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0524923908
Last Value
380.26
-2.01 (-0.53%)
As of
CETWeek to Week Change
1.49%
52 Week Change
19.97%
Year to Date Change
12.54%
Daily Low
378.5
Daily High
380.75
52 Week Low
306.24 — 27 Oct 2023
52 Week High
382.27 — 16 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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