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
SA9UEVAV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524921407
Last Value
331.48
+2.02 (+0.61%)
As of CET
Week to Week Change
1.20%
52 Week Change
31.68%
Year to Date Change
21.93%
Daily Low
331.48
Daily High
331.48
52 Week Low
251.73 — 27 Nov 2023
52 Week High
332.49 — 11 Nov 2024
Top 10 Components
| NVIDIA Corp. | US |
| Microsoft Corp. | US |
| AT&T Inc. | US |
| ALPHABET CLASS C | US |
| Citigroup Inc. | US |
| Apple Inc. | US |
| Capital One Financial Corp. | US |
| CVS HEALTH CORP. | US |
| GENERAL MOTORS | US |
| Bank of New York Mellon Corp. | US |
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High
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