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
SA9UESZZ
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524922199
Bloomberg
SA9UESZZ INDEX
Last Value
446.81
+1.83 (+0.41%)
As of
CETDaily Low
446.81
Daily High
446.81
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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