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
SA9USZGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260180
Last Value
509.59
+1.02 (+0.20%)
As of
CETWeek to Week Change
0.52%
52 Week Change
17.56%
Year to Date Change
12.05%
Daily Low
509.59
Daily High
509.59
52 Week Low
397.23 — 27 Oct 2023
52 Week High
516.47 — 16 Jul 2024
Top 10 Components
Amphenol Corp. Cl A | US |
ARTHUR J GALLAGHER | US |
INGERSOLL-RAND | US |
Ametek Inc. | US |
Roper Technologies Inc. | US |
Ameriprise Financial Inc. | US |
FAIR ISAAC | US |
GARTNER 'A' | US |
Arch Capital Group Ltd. | US |
HP Inc. | US |
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Low
High
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