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
15:30-22:30 CET
ISIN
CH0512260396
Last Value
353.94
-8.78 (-2.42%)
As of CET
Week to Week Change
-3.14%
52 Week Change
6.15%
Year to Date Change
-3.93%
Daily Low
351.21
Daily High
359.28
52 Week Low
321.14 — 19 Apr 2024
52 Week High
395.33 — 4 Dec 2024
Top 10 Components
| Roper Technologies Inc. | US |
| Republic Services Inc. | US |
| COPART | US |
| Ameriprise Financial Inc. | US |
| TARGA RESOURCES | US |
| Ametek Inc. | US |
| CBRE GP. | US |
| COUPANG A | US |
| Arch Capital Group Ltd. | US |
| VICI PPTYS | US |
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Low
High
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