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
SA9UESZV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524921480
Last Value
428.6
-0.65 (-0.15%)
As of
CETWeek to Week Change
4.70%
52 Week Change
38.48%
Year to Date Change
24.19%
Daily Low
428.6
Daily High
428.6
52 Week Low
309.51 — 13 Nov 2023
52 Week High
429.25 — 8 Nov 2024
Top 10 Components
NVIDIA Corp. | US |
MOTOROLA SOLUTIONS INC. | US |
FAIR ISAAC | US |
Ameriprise Financial Inc. | US |
COPART | US |
APPLOVIN A | US |
Roper Technologies Inc. | US |
Republic Services Inc. | US |
TARGA RESOURCES | US |
GARTNER 'A' | US |
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