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
SA9USZV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260834
Last Value
452.88
+1.13 (+0.25%)
As of CET
Week to Week Change
3.47%
52 Week Change
36.60%
Year to Date Change
27.46%
Daily Low
452.88
Daily High
452.88
52 Week Low
330.38 — 28 Nov 2023
52 Week High
452.88 — 26 Nov 2024
Top 10 Components
| HOWMET AEROSPACE | US |
| Roper Technologies Inc. | US |
| Ameriprise Financial Inc. | US |
| TARGA RESOURCES | US |
| NVIDIA Corp. | US |
| Amphenol Corp. Cl A | US |
| Republic Services Inc. | US |
| CBRE GP. | US |
| Ametek Inc. | US |
| FAIR ISAAC | US |
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High
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