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
465.25
+5.17 (+1.12%)
As of
CETWeek to Week Change
-0.96%
52 Week Change
35.67%
Year to Date Change
12.02%
Daily Low
458.53
Daily High
465.99
52 Week Low
335.97 — 4 May 2023
52 Week High
501.89 — 28 Mar 2024
Top 10 Components
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
Accenture PLC Cl A | US |
Costco Wholesale Corp. | US |
Apple Inc. | US |
CADENCE DESIGN SYS. | US |
PHILLIPS 66 | US |
MARATHON PETROLEUM | US |
COPART | US |
Paccar Inc. | US |
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Low
High
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