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
SA9UEQUP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0524921548
Last Value
521.99
-2.17 (-0.41%)
As of
CETWeek to Week Change
1.31%
52 Week Change
37.99%
Year to Date Change
12.97%
Daily Low
520.87
Daily High
522.66
52 Week Low
370.2 — 26 Apr 2023
52 Week High
524.3 — 21 Mar 2024
Top 10 Components
Apple Inc. | US |
Costco Wholesale Corp. | US |
SERVICENOW | US |
MasterCard Inc. Cl A | US |
NVIDIA Corp. | US |
PALO ALTO NETWORKS | US |
AT&T Inc. | US |
WALMART INC. | US |
Accenture PLC Cl A | US |
McKesson Corp. | US |
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