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
SA9UEMFZ
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524923783
Bloomberg
SA9UEMFZ INDEX
Last Value
620.28
+9.21 (+1.51%)
As of
CETWeek to Week Change
-0.22%
52 Week Change
35.75%
Year to Date Change
24.74%
Daily Low
620.28
Daily High
620.28
52 Week Low
424.2 — 27 Oct 2023
52 Week High
628.04 — 16 Jul 2024
Top 10 Components
META PLATFORMS CLASS A | US |
Costco Wholesale Corp. | US |
NVIDIA Corp. | US |
Apple Inc. | US |
CADENCE DESIGN SYS. | US |
Accenture PLC Cl A | US |
PHILLIPS 66 | US |
MARATHON PETROLEUM | US |
REGENERON PHARMS. | US |
D.R. Horton Inc. | US |
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