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
SA9UEMFP
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0524923973
Last Value
694.57
+0.85 (+0.12%)
As of CET
Week to Week Change
-1.29%
52 Week Change
44.30%
Year to Date Change
37.16%
Daily Low
688.02
Daily High
695.17
52 Week Low
478.97 — 28 Nov 2023
52 Week High
703.6799 — 13 Nov 2024
Top 10 Components
| META PLATFORMS CLASS A | US |
| NVIDIA Corp. | US |
| Costco Wholesale Corp. | US |
| Apple Inc. | US |
| AT&T Inc. | US |
| Bank of New York Mellon Corp. | US |
| AFLAC Inc. | US |
| Ameriprise Financial Inc. | US |
| GENERAL MOTORS | US |
| PHILLIPS 66 | US |
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Low
High
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