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
SA9UELRL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0524924013
Last Value
288.55
+0.41 (+0.14%)
As of
CETWeek to Week Change
0.86%
52 Week Change
14.37%
Year to Date Change
4.12%
Daily Low
287.99
Daily High
289.71
52 Week Low
242.82 — 27 Oct 2023
52 Week High
297.62 — 21 Mar 2024
Top 10 Components
Microsoft Corp. | US |
Apple Inc. | US |
VISA Inc. Cl A | US |
McDonald's Corp. | US |
NVIDIA Corp. | US |
Waste Management Inc. | US |
Coca-Cola Co. | US |
CME Group Inc. Cl A | US |
Amphenol Corp. Cl A | US |
JPMorgan Chase & Co. | US |
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