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
701.47
+11.66 (+1.69%)
As of
CETWeek to Week Change
1.90%
52 Week Change
53.66%
Year to Date Change
1.69%
Daily Low
701.47
Daily High
701.47
52 Week Low
456.24 — 9 Jan 2024
52 Week High
735.71 — 6 Dec 2024
Top 10 Components
META PLATFORMS CLASS A | US |
NVIDIA Corp. | US |
Apple Inc. | US |
Microsoft Corp. | US |
Netflix Inc. | US |
AT&T Inc. | US |
Constellation Energy | US |
SPOTIFY TECHNOLOGY | US |
McKesson Corp. | US |
Eli Lilly & Co. | US |
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Low
High
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