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
SA9UEVAP
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0524921969
Last Value
341.14
-0.23 (-0.07%)
As of
CETWeek to Week Change
-0.65%
52 Week Change
32.81%
Year to Date Change
23.13%
Daily Low
338.4
Daily High
341.67
52 Week Low
255.77 — 21 Nov 2023
52 Week High
344.14 — 11 Nov 2024
Top 10 Components
NVIDIA Corp. | US |
Microsoft Corp. | US |
AT&T Inc. | US |
Citigroup Inc. | US |
ALPHABET CLASS C | US |
Apple Inc. | US |
CVS HEALTH CORP. | US |
Capital One Financial Corp. | US |
GENERAL MOTORS | US |
PG&E | US |
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