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
SA9UEVAL
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0524921316
Last Value
270.81
-0.84 (-0.31%)
As of CET
Week to Week Change
1.48%
52 Week Change
17.88%
Year to Date Change
4.60%
Daily Low
270.25
Daily High
272.17
52 Week Low
229.74 — 25 Jan 2024
52 Week High
276.13 — 25 Nov 2024
Top 10 Components
| NVIDIA Corp. | US |
| Microsoft Corp. | US |
| Citigroup Inc. | US |
| ALPHABET CLASS C | US |
| Apple Inc. | US |
| Comcast Corp. Cl A | US |
| Capital One Financial Corp. | US |
| CVS HEALTH CORP. | US |
| AT&T Inc. | US |
| GENERAL MOTORS | US |
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