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
SA9UEQUL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0524921753
Last Value
423.16
+0.32 (+0.08%)
As of
CETWeek to Week Change
2.80%
52 Week Change
30.99%
Year to Date Change
11.65%
Daily Low
422.35
Daily High
424.4
52 Week Low
321.52 — 7 Jun 2023
52 Week High
426.79 — 21 Mar 2024
Top 10 Components
Costco Wholesale Corp. | US |
Apple Inc. | US |
SERVICENOW | US |
NVIDIA Corp. | US |
PALO ALTO NETWORKS | US |
MasterCard Inc. Cl A | US |
AT&T Inc. | US |
WALMART INC. | US |
Vertex Pharmaceuticals Inc. | US |
McKesson Corp. | US |
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