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
SAXPSZV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260594
Last Value
229.01
+1.72 (+0.76%)
As of CET
Week to Week Change
2.33%
52 Week Change
11.56%
Year to Date Change
7.37%
Daily Low
229.01
Daily High
229.01
52 Week Low
178.48 — 26 Oct 2023
52 Week High
229.01 — 12 Jul 2024
Top 10 Components
| UCB | BE |
| VAT GROUP AG | CH |
| BE SEMICONDUCTOR | NL |
| BANK OF IRELAND GROUP | IE |
| BCO SABADELL | ES |
| EDP ENERGIAS DE PORTUGAL | PT |
| EIFFAGE | FR |
| AUTO TRADER GROUP | GB |
| ORLEN | PL |
| AIB GROUP | IE |
Zoom
Low
High
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