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
SA9UESZP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0524921290
Last Value
342.64
-1.57 (-0.46%)
As of
CETWeek to Week Change
-0.80%
52 Week Change
3.54%
Year to Date Change
4.74%
Daily Low
342.64
Daily High
346.22
52 Week Low
316.94 — 23 Mar 2023
52 Week High
355.37 — 7 Feb 2023
Top 10 Components
COPART | Consumer Products and Services | US |
VERISK ANALYTICS CL.A | Industrial Goods and Services | US |
Republic Services Inc. | Utilities | US |
MOTOROLA SOLUTIONS INC. | Telecommunications | US |
Ameriprise Financial Inc. | Financial Services | US |
GARTNER 'A' | Technology | US |
CDW | Technology | US |
Ansys Inc. | Technology | US |
INGERSOLL-RAND | Industrial Goods and Services | US |
Edison International | Utilities | US |
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Low
High
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