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
22:15-22:15 CET
ISIN
CH0524921738
Bloomberg ID
BBG00RRT4SD7
Last Value
608.68
-4.58 (-0.75%)
As of
CETWeek to Week Change
0.53%
52 Week Change
45.61%
Year to Date Change
35.76%
Daily Low
608.68
Daily High
608.68
52 Week Low
391.27 — 27 Oct 2023
52 Week High
617.79 — 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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Low
High
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