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
SA9UEQUV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524921373
Last Value
575.23
+2.47 (+0.43%)
As of
CETWeek to Week Change
2.22%
52 Week Change
29.52%
Year to Date Change
3.74%
Daily Low
575.23
Daily High
575.23
52 Week Low
444.14 — 24 Jan 2024
52 Week High
586.2 — 6 Dec 2024
Top 10 Components
MasterCard Inc. Cl A | US |
Costco Wholesale Corp. | US |
Apple Inc. | US |
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
WALMART INC. | US |
AT&T Inc. | US |
PALO ALTO NETWORKS | US |
APPLOVIN A | US |
MERCADOLIBRE | US |
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