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
SA9UEVAR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524921787
Last Value
360.83
-7.05 (-1.92%)
As of
CETWeek to Week Change
-1.63%
52 Week Change
28.09%
Year to Date Change
8.86%
Daily Low
360.83
Daily High
360.83
52 Week Low
270.93 — 4 May 2023
52 Week High
377.63 — 1 Apr 2024
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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