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
SA9UELRR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524923932
Last Value
506.63
+3.89 (+0.77%)
As of CET
Week to Week Change
-0.33%
52 Week Change
26.17%
Year to Date Change
25.26%
Daily Low
506.63
Daily High
506.63
52 Week Low
398.3399 — 5 Jan 2024
52 Week High
517.94 — 2 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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