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
SA9USZL
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0512260396
Last Value
340.51
+3.15 (+0.93%)
As of
CETWeek to Week Change
1.76%
52 Week Change
13.20%
Year to Date Change
9.17%
Daily Low
339.07
Daily High
341.38
52 Week Low
264.32 — 27 Oct 2023
52 Week High
341.51 — 28 Mar 2024
Top 10 Components
ARTHUR J GALLAGHER | US |
Amphenol Corp. Cl A | US |
Ametek Inc. | US |
INGERSOLL-RAND | US |
Ameriprise Financial Inc. | US |
Arch Capital Group Ltd. | US |
GARTNER 'A' | US |
HP Inc. | US |
FAIR ISAAC | US |
Roper Technologies Inc. | US |
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Low
High
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