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
SAXPVAR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259430
Last Value
210.51
-3.15 (-1.47%)
As of CET
Week to Week Change
-3.37%
52 Week Change
13.48%
Year to Date Change
7.01%
Daily Low
210.51
Daily High
210.51
52 Week Low
174.8899 — 27 Oct 2023
52 Week High
223.76 — 20 May 2024
Top 10 Components
| DEUTSCHE BANK | DE |
| BARCLAYS | GB |
| STELLANTIS | IT |
| STANDARD CHARTERED | GB |
| VOLKSWAGEN PREF | DE |
| SHELL | GB |
| GRP SOCIETE GENERALE | FR |
| REPSOL | ES |
| Holcim | CH |
| HEIDELBERG MATERIALS | DE |
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