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
SA9USZP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0512260560
Last Value
398.54
-1.02 (-0.26%)
As of CET
Week to Week Change
-1.78%
52 Week Change
15.56%
Year to Date Change
5.59%
Daily Low
397.99
Daily High
401.32
52 Week Low
330.85 — 27 Oct 2023
52 Week High
418.73 — 28 Mar 2024
Top 10 Components
| Ametek Inc. | US |
| Martin Marietta Materials Inc. | US |
| INGERSOLL-RAND | US |
| Ameriprise Financial Inc. | US |
| Arch Capital Group Ltd. | US |
| GARTNER 'A' | US |
| ARTHUR J GALLAGHER | US |
| Amphenol Corp. Cl A | US |
| CDW | US |
| COPART | US |
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Low
High
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