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
SA9UEVAR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524921787
Last Value
306.16
+0.39 (+0.13%)
As of
CETWeek to Week Change
2.26%
52 Week Change
-0.32%
Year to Date Change
9.07%
52 Week Low
270.93 — 4 May 2023
52 Week High
326.91 — 16 Aug 2022
Top 10 Components
Microsoft Corp. | Technology | US |
ALPHABET CLASS C | Technology | US |
Citigroup Inc. | Banks | US |
Verizon Communications Inc. | Telecommunications | US |
Apple Inc. | Technology | US |
Goldman Sachs Group Inc. | Financial Services | US |
Valero Energy Corp. | Energy | US |
THE CIGNA GROUP | Health Care | US |
GENERAL MOTORS | Automobiles and Parts | US |
PG&E | Utilities | US |
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Low
High
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1Y Volatility
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