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
22:30-22:30 CET
ISIN
CH0512260180
Last Value
591.35
-6.93 (-1.16%)
As of
CETWeek to Week Change
-0.40%
52 Week Change
26.70%
Year to Date Change
2.11%
Daily Low
591.35
Daily High
591.35
52 Week Low
456.83 — 31 Jan 2024
52 Week High
607.19 — 26 Nov 2024
Top 10 Components
Roper Technologies Inc. | US |
HOWMET AEROSPACE | US |
Ameriprise Financial Inc. | US |
Republic Services Inc. | US |
TARGA RESOURCES | US |
Amphenol Corp. Cl A | US |
CBRE GP. | US |
Ametek Inc. | US |
NVIDIA Corp. | US |
COPART | US |
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