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
SA9UELRV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524923718
Last Value
310.21
-3.14 (-1.00%)
As of
CETWeek to Week Change
-0.98%
52 Week Change
11.68%
Year to Date Change
10.47%
52 Week Low
257.64 — 12 Oct 2022
52 Week High
320.33 — 26 Jul 2023
Top 10 Components
Apple Inc. | Technology | US |
Microsoft Corp. | Technology | US |
McDonald's Corp. | Travel and Leisure | US |
VISA Inc. Cl A | Industrial Goods and Services | US |
Activision Blizzard Inc. | Consumer Products and Services | US |
INTERCONTINENTALEXCHANGE INC | Financial Services | US |
Coca-Cola Co. | Food, Beverage and Tobacco | US |
Johnson & Johnson | Health Care | US |
Roper Technologies Inc. | Technology | US |
MasterCard Inc. Cl A | Industrial Goods and Services | US |
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Low
High
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