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
318.22
+1.44 (+0.45%)
As of CET
Week to Week Change
1.49%
52 Week Change
22.30%
Year to Date Change
14.82%
Daily Low
316.82
Daily High
318.85
52 Week Low
242.82 — 27 Oct 2023
52 Week High
319.27 — 30 Aug 2024
Top 10 Components
| Apple Inc. | US |
| Microsoft Corp. | US |
| VISA Inc. Cl A | US |
| LINDE | US |
| Coca-Cola Co. | US |
| NVIDIA Corp. | US |
| T-Mobile US Inc | US |
| CME Group Inc. Cl A | US |
| Waste Management Inc. | US |
| McDonald's Corp. | US |
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Low
High
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