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
SA9UELRL
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0524924013
Last Value
333.59
-0.25 (-0.07%)
As of CET
Week to Week Change
-0.55%
52 Week Change
20.50%
Year to Date Change
20.37%
Daily Low
333.59
Daily High
334.66
52 Week Low
273.8 — 5 Jan 2024
52 Week High
336.9 — 4 Dec 2024
Top 10 Components
| Apple Inc. | US |
| Microsoft Corp. | US |
| VISA Inc. Cl A | US |
| LINDE | US |
| NVIDIA Corp. | US |
| INTERCONTINENTALEXCHANGE INC | US |
| Coca-Cola Co. | US |
| S&P GLOBAL | US |
| Waste Management Inc. | US |
| CME Group Inc. Cl A | US |
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