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
SA9UESZG
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524922090
Last Value
490.52
+0.93 (+0.19%)
As of
CETWeek to Week Change
-0.43%
52 Week Change
19.71%
Year to Date Change
11.12%
Daily Low
490.52
Daily High
490.52
52 Week Low
385.51 — 27 Oct 2023
52 Week High
492.66 — 21 Jun 2024
Top 10 Components
COPART | US |
Roper Technologies Inc. | US |
MOTOROLA SOLUTIONS INC. | US |
Ameriprise Financial Inc. | US |
Republic Services Inc. | US |
MONOLITHIC PWR.SYS. | US |
VERISK ANALYTICS CL.A | US |
Arch Capital Group Ltd. | US |
FAIR ISAAC | US |
INGERSOLL-RAND | US |
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Low
High
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