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
SA9UEMFL
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0524923742
Last Value
560.36
+2.43 (+0.44%)
As of
CETWeek to Week Change
5.75%
52 Week Change
48.73%
Year to Date Change
34.92%
Daily Low
558.1
Daily High
561.62
52 Week Low
376.77 — 9 Nov 2023
52 Week High
560.36 — 8 Nov 2024
Top 10 Components
META PLATFORMS CLASS A | US |
NVIDIA Corp. | US |
Costco Wholesale Corp. | US |
Apple Inc. | US |
AT&T Inc. | US |
Bank of New York Mellon Corp. | US |
GENERAL MOTORS | US |
AFLAC Inc. | US |
Ameriprise Financial Inc. | US |
PHILLIPS 66 | US |
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Low
High
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