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
SA9UEVAG
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524921258
Last Value
353.37
+0.68 (+0.19%)
As of
CETWeek to Week Change
-0.55%
52 Week Change
17.27%
Year to Date Change
17.27%
Daily Low
353.37
Daily High
353.37
52 Week Low
291.5 — 4 May 2023
52 Week High
355.33 — 26 Dec 2023
Top 10 Components
Microsoft Corp. | US |
AT&T Inc. | US |
ALPHABET CLASS C | US |
Citigroup Inc. | US |
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
MARATHON PETROLEUM | US |
Apple Inc. | US |
THE CIGNA GROUP | US |
Capital One Financial Corp. | US |
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Low
High
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