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
15:30-22:30 CET
ISIN
CH0524921753
Last Value
486.84
-6.15 (-1.25%)
As of
CETWeek to Week Change
-2.57%
52 Week Change
25.55%
Year to Date Change
-0.57%
Daily Low
485.05
Daily High
490.39
52 Week Low
384.62 — 17 Jan 2024
52 Week High
517.73 — 6 Dec 2024
Top 10 Components
NVIDIA Corp. | US |
Apple Inc. | US |
MasterCard Inc. Cl A | US |
Costco Wholesale Corp. | US |
META PLATFORMS CLASS A | US |
WALMART INC. | US |
AT&T Inc. | US |
PALO ALTO NETWORKS | US |
APPLOVIN A | US |
ALPHABET CLASS C | US |
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