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
SA9UEMOP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0524922116
Last Value
552.53
-15.50 (-2.73%)
As of
CETWeek to Week Change
-4.21%
52 Week Change
38.05%
Year to Date Change
21.13%
Daily Low
551.64
Daily High
565.52
52 Week Low
385.82 — 4 May 2023
52 Week High
592.09 — 11 Apr 2024
Top 10 Components
META PLATFORMS CLASS A | US |
NVIDIA Corp. | US |
Microsoft Corp. | US |
Apple Inc. | US |
Eli Lilly & Co. | US |
Netflix Inc. | US |
McKesson Corp. | US |
MARATHON PETROLEUM | US |
Constellation Energy | US |
BLACKSTONE A | US |
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Low
High
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