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
15:30-22:15 CET
ISIN
CH0512260396
Last Value
283.96
+0.82 (+0.29%)
As of
CETWeek to Week Change
-1.72%
52 Week Change
12.98%
Year to Date Change
2.81%
Daily Low
281.91
Daily High
284.23
52 Week Low
244.9 — 14 Oct 2022
52 Week High
304.82 — 19 Jul 2023
Top 10 Components
TE CONNECTIVITY LTD. | Technology | US |
Ametek Inc. | Industrial Goods and Services | US |
ARTHUR J GALLAGHER | Insurance | US |
Ameriprise Financial Inc. | Financial Services | US |
GARTNER 'A' | Technology | US |
CDW | Technology | US |
Ansys Inc. | Technology | US |
INGERSOLL-RAND | Industrial Goods and Services | US |
COPART | Consumer Products and Services | US |
Martin Marietta Materials Inc. | Construction and Materials | US |
Zoom
Low
High
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