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
SA9UEQUL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0524921753
Last Value
341.14
-0.26 (-0.08%)
As of
CETWeek to Week Change
-0.33%
52 Week Change
16.99%
Year to Date Change
17.62%
Daily Low
338.95
Daily High
341.46
52 Week Low
270.23 — 30 Sep 2022
52 Week High
353.82 — 19 Jul 2023
Top 10 Components
Costco Wholesale Corp. | Retail | US |
Apple Inc. | Technology | US |
SALESFORCE INC. | Technology | US |
SERVICENOW | Technology | US |
Vertex Pharmaceuticals Inc. | Health Care | US |
PALO ALTO NETWORKS | Technology | US |
Accenture PLC Cl A | Industrial Goods and Services | US |
McKesson Corp. | Personal Care, Drug and Grocery Stores | US |
Texas Instruments Inc. | Technology | US |
PHILLIPS 66 | Energy | US |
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Low
High
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1Y Volatility
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