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
15:30-22:15 CET
ISIN
CH0524923742
Last Value
512.09
+4.28 (+0.84%)
As of
CETWeek to Week Change
-0.88%
52 Week Change
33.41%
Year to Date Change
23.29%
Daily Low
509.86
Daily High
513.51
52 Week Low
355.2799 — 27 Oct 2023
52 Week High
521.94 — 16 Jul 2024
Top 10 Components
META PLATFORMS CLASS A | US |
NVIDIA Corp. | US |
Costco Wholesale Corp. | US |
Apple Inc. | US |
CADENCE DESIGN SYS. | US |
Accenture PLC Cl A | US |
PHILLIPS 66 | US |
D.R. Horton Inc. | US |
REGENERON PHARMS. | US |
MARATHON PETROLEUM | US |
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