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
SAXPLRGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260230
Bloomberg
SAXPLRGR INDEX
Last Value
303.8
-1.67 (-0.55%)
As of
CETWeek to Week Change
0.11%
52 Week Change
12.83%
Year to Date Change
8.16%
Daily Low
303.8
Daily High
303.8
52 Week Low
261.8399 — 21 Aug 2023
52 Week High
305.47 — 18 Jul 2024
Top 10 Components
DEUTSCHE BOERSE | DE |
WOLTERS KLUWER | NL |
LONDON STOCK EXCHANGE | GB |
BAE SYSTEMS | GB |
HALEON | GB |
SANOFI | FR |
ORANGE | FR |
DANONE | FR |
SAMPO | FI |
ZURICH INSURANCE GROUP | CH |
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