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
SA9USZGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260636
Bloomberg
SA9USZGV INDEX
Last Value
521.84
+3.69 (+0.71%)
As of CET
Week to Week Change
1.42%
52 Week Change
13.47%
Year to Date Change
5.01%
Daily Low
521.84
Daily High
521.84
52 Week Low
383.86 — 8 Apr 2025
52 Week High
521.84 — 20 Feb 2026
Top 10 Components
| HOWMET AEROSPACE | US |
| TE CONNECTIVITY LTD. | US |
| Apple Inc. | US |
| Ametek Inc. | US |
| TERADYNE | US |
| Lam Research Corp. | US |
| COMFORT SYS.USA | US |
| Republic Services Inc. | US |
| WABTEC | US |
| CBRE GP. | US |
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Low
High
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