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 single and multi-factor indices are based on the respective STOXX country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SA9USZP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0512260560
Last Value
407.14
+0.91 (+0.22%)
As of
CETWeek to Week Change
0.92%
52 Week Change
19.76%
Year to Date Change
7.87%
Daily Low
405.68
Daily High
408.51
52 Week Low
330.85 — 27 Oct 2023
52 Week High
418.73 — 28 Mar 2024
Top 10 Components
Ametek Inc. | US |
INGERSOLL-RAND | US |
Martin Marietta Materials Inc. | US |
Arch Capital Group Ltd. | US |
Amphenol Corp. Cl A | US |
Ameriprise Financial Inc. | US |
ARTHUR J GALLAGHER | US |
GARTNER 'A' | US |
COPART | US |
Hartford Financial Services Gr | US |
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Low
High
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