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
SA9UEQUR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524921340
Last Value
601.49
+0.30 (+0.05%)
As of
CETWeek to Week Change
-1.72%
52 Week Change
27.45%
Year to Date Change
15.68%
Daily Low
601.49
Daily High
601.49
52 Week Low
456.47 — 17 Aug 2023
52 Week High
618.32 — 16 Jul 2024
Top 10 Components
Apple Inc. | US |
Costco Wholesale Corp. | US |
NVIDIA Corp. | US |
SERVICENOW | US |
PALO ALTO NETWORKS | US |
AT&T Inc. | US |
MasterCard Inc. Cl A | US |
WALMART INC. | US |
McKesson Corp. | US |
Accenture PLC Cl A | US |
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Low
High
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