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
344.05
+1.53 (+0.45%)
As of
CETWeek to Week Change
1.58%
52 Week Change
11.04%
Year to Date Change
-0.31%
Daily Low
344.05
Daily High
344.05
52 Week Low
291.6 — 27 Oct 2023
52 Week High
350.01 — 28 Dec 2023
Top 10 Components
COPART | US |
Republic Services Inc. | US |
MOTOROLA SOLUTIONS INC. | US |
INGERSOLL-RAND | US |
Ameriprise Financial Inc. | US |
GARTNER 'A' | US |
Arch Capital Group Ltd. | US |
CDW | US |
MONOLITHIC PWR.SYS. | US |
VERISK ANALYTICS CL.A | US |
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