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
SA9UESZG
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524922090
Last Value
558.87
+1.60 (+0.29%)
As of
CETWeek to Week Change
-1.30%
52 Week Change
36.07%
Year to Date Change
26.60%
Daily Low
558.87
Daily High
558.87
52 Week Low
409.08 — 28 Nov 2023
52 Week High
566.23 — 13 Nov 2024
Top 10 Components
NVIDIA Corp. | US |
MOTOROLA SOLUTIONS INC. | US |
FAIR ISAAC | US |
APPLOVIN A | US |
Ameriprise Financial Inc. | US |
COPART | US |
Roper Technologies Inc. | US |
TARGA RESOURCES | US |
Republic Services Inc. | US |
GARTNER 'A' | US |
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Low
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