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
360.15
+1.54 (+0.43%)
As of
CETWeek to Week Change
1.13%
52 Week Change
-1.96%
Year to Date Change
5.10%
Daily Low
360.15
Daily High
362.36
52 Week Low
331.41 — 23 Mar 2023
52 Week High
376.46 — 9 Sep 2022
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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