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
15:30-22:15 CET
ISIN
CH0524921969
Last Value
291.29
+0.76 (+0.26%)
As of
CETWeek to Week Change
0.83%
52 Week Change
12.73%
Year to Date Change
5.14%
Daily Low
289.66
Daily High
291.42
52 Week Low
228.56 — 4 May 2023
52 Week High
291.29 — 9 Feb 2024
Top 10 Components
Microsoft Corp. | US |
AT&T Inc. | US |
Citigroup Inc. | US |
ALPHABET CLASS C | US |
MARATHON PETROLEUM | US |
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
Apple Inc. | US |
CVS HEALTH CORP. | US |
THE CIGNA GROUP | US |
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