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
22:15-22:15 CET
ISIN
CH0524921712
Last Value
716.8
-5.80 (-0.80%)
As of
CETWeek to Week Change
0.64%
52 Week Change
49.69%
Year to Date Change
38.46%
Daily Low
716.8
Daily High
716.8
52 Week Low
467.61 — 27 Oct 2023
52 Week High
726.1 — 18 Jun 2024
Top 10 Components
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
Microsoft Corp. | US |
Eli Lilly & Co. | US |
Apple Inc. | US |
McKesson Corp. | US |
Netflix Inc. | US |
Constellation Energy | US |
MARATHON PETROLEUM | US |
GE Aerospace | US |
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