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
SA9UEMOL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0524921365
Last Value
517.04
+1.91 (+0.37%)
As of
CETWeek to Week Change
0.18%
52 Week Change
45.55%
Year to Date Change
38.19%
Daily Low
514.09
Daily High
520.92
52 Week Low
327.17 — 27 Oct 2023
52 Week High
520.52 — 10 Jul 2024
Top 10 Components
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
Eli Lilly & Co. | US |
Microsoft Corp. | US |
Apple Inc. | US |
McKesson Corp. | US |
Netflix Inc. | US |
Constellation Energy | US |
MARATHON PETROLEUM | US |
BLACKSTONE A | US |
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Low
High
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