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
SA9UEMOR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524921712
Last Value
841.65
+10.95 (+1.32%)
As of
CETWeek to Week Change
-2.23%
52 Week Change
61.59%
Year to Date Change
62.58%
Daily Low
841.65
Daily High
841.65
52 Week Low
513.66 — 4 Jan 2024
52 Week High
879.9 — 4 Dec 2024
Top 10 Components
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
Apple Inc. | US |
Microsoft Corp. | US |
Eli Lilly & Co. | US |
Netflix Inc. | US |
APPLOVIN A | US |
McKesson Corp. | US |
Constellation Energy | US |
MICROSTRATEGY | US |
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