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
SA9UESZL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0524921431
Last Value
301.09
-1.12 (-0.37%)
As of
CETWeek to Week Change
0.89%
52 Week Change
11.15%
Year to Date Change
-0.76%
Daily Low
299.66
Daily High
301.84
52 Week Low
256.89 — 27 Oct 2023
52 Week High
307.74 — 28 Dec 2023
Top 10 Components
COPART | US |
Republic Services Inc. | US |
INGERSOLL-RAND | US |
MOTOROLA SOLUTIONS INC. | US |
Ameriprise Financial Inc. | US |
Arch Capital Group Ltd. | US |
GARTNER 'A' | US |
VERISK ANALYTICS CL.A | US |
MONOLITHIC PWR.SYS. | US |
Hartford Financial Services Gr | US |
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Low
High
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