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
SA9UEMOZ
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524921738
Bloomberg
SA9UEMOZ INDEX
Last Value
735.71
+4.88 (+0.67%)
As of CET
Week to Week Change
2.14%
52 Week Change
68.84%
Year to Date Change
64.09%
Daily Low
735.71
Daily High
735.71
52 Week Low
435.74 — 11 Dec 2023
52 Week High
735.71 — 6 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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