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
SA9UEMOV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524921670
Last Value
669.74
+4.69 (+0.71%)
As of
CETWeek to Week Change
1.90%
52 Week Change
63.48%
Year to Date Change
57.73%
Daily Low
669.74
Daily High
669.74
52 Week Low
405.3 — 6 Dec 2023
52 Week High
669.74 — 20 Nov 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 |
Constellation Energy | US |
McKesson Corp. | US |
APPLOVIN A | US |
MICROSTRATEGY | US |
Zoom
Low
High
Featured indices
STOXX® UK 180 ESG-X - EUR (Price Return)
€148.49
-0.83
1Y Return
13.35%
1Y Volatility
0.10%
STOXX® Europe 600 Banks ESG-X - EUR (Price Return)
€133.38
-0.07
1Y Return
27.95%
1Y Volatility
0.16%
STOXX® USA Low Carbon 50 - USD (Gross Return)
$560.39
-0.26
1Y Return
26.13%
1Y Volatility
0.11%
iSTOXX® L&G UK Quality - GBP (Net Return)
€460.83
+3.06
1Y Return
13.86%
1Y Volatility
0.10%
iSTOXX® MUTB Global Paris Aligned - JPY (Gross Return)
€304.35
+0.28
1Y Return
33.79%
1Y Volatility
0.16%