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
SA9UEQUP
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0524921548
Last Value
619.12
+3.80 (+0.62%)
As of
CETWeek to Week Change
-0.88%
52 Week Change
44.16%
Year to Date Change
33.99%
Daily Low
611.39
Daily High
619.68
52 Week Low
429.48 — 20 Nov 2023
52 Week High
625.84 — 13 Nov 2024
Top 10 Components
NVIDIA Corp. | US |
Apple Inc. | US |
Costco Wholesale Corp. | US |
MasterCard Inc. Cl A | US |
AT&T Inc. | US |
PALO ALTO NETWORKS | US |
META PLATFORMS CLASS A | US |
WALMART INC. | US |
McKesson Corp. | US |
Accenture PLC Cl A | US |
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Low
High
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