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
22:15-22:15 CET
ISIN
CH0512260834
Last Value
389.43
+2.40 (+0.62%)
As of CET
Week to Week Change
0.15%
52 Week Change
12.75%
Year to Date Change
9.61%
Daily Low
389.43
Daily High
389.43
52 Week Low
300.33 — 27 Oct 2023
52 Week High
400.32 — 16 Jul 2024
Top 10 Components
| Amphenol Corp. Cl A | US |
| ARTHUR J GALLAGHER | US |
| INGERSOLL-RAND | US |
| Ametek Inc. | US |
| Roper Technologies Inc. | US |
| Ameriprise Financial Inc. | US |
| FAIR ISAAC | US |
| GARTNER 'A' | US |
| Arch Capital Group Ltd. | US |
| HP Inc. | US |
Zoom
Low
High
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