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
SA9UESZV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524921480
Last Value
319.04
-2.91 (-0.90%)
As of
CETWeek to Week Change
-0.49%
52 Week Change
9.84%
Year to Date Change
7.40%
52 Week Low
264.72 — 14 Oct 2022
52 Week High
333.97 — 19 Jul 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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