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
22:15-22:15 CET
ISIN
CH0512260636
Bloomberg
SA9USZGV INDEX
Last Value
418.86
+6.10 (+1.48%)
As of CET
Week to Week Change
1.64%
52 Week Change
14.90%
Year to Date Change
11.45%
Daily Low
418.86
Daily High
418.86
52 Week Low
317.3399 — 27 Oct 2023
52 Week High
424.31 — 16 Jul 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 |
Zoom
Low
High
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