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
SA9UESZV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524921480
Last Value
385.2
-6.23 (-1.59%)
As of
CETWeek to Week Change
1.56%
52 Week Change
16.05%
Year to Date Change
11.62%
Daily Low
385.2
Daily High
385.2
52 Week Low
291.6 — 27 Oct 2023
52 Week High
391.43 — 16 Jul 2024
Top 10 Components
COPART | US |
Roper Technologies Inc. | US |
MOTOROLA SOLUTIONS INC. | US |
MONOLITHIC PWR.SYS. | US |
Republic Services Inc. | US |
INGERSOLL-RAND | US |
VERISK ANALYTICS CL.A | US |
FAIR ISAAC | US |
Ameriprise Financial Inc. | US |
HP Inc. | US |
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Low
High
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