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
SA9UEMOG
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524922017
Last Value
685.5
+8.20 (+1.21%)
As of
CETWeek to Week Change
1.89%
52 Week Change
46.12%
Year to Date Change
25.41%
Daily Low
685.5
Daily High
685.5
52 Week Low
458.55 — 4 May 2023
52 Week High
709.25 — 5 Apr 2024
Top 10 Components
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
Microsoft Corp. | US |
Apple Inc. | US |
Eli Lilly & Co. | US |
Netflix Inc. | US |
McKesson Corp. | US |
MARATHON PETROLEUM | US |
Constellation Energy | US |
GE Aerospace | US |
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Low
High
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