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
SAXPLRR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260842
Last Value
268.72
+1.80 (+0.67%)
As of
CETWeek to Week Change
-0.20%
52 Week Change
5.02%
Year to Date Change
3.07%
Daily Low
268.72
Daily High
268.72
52 Week Low
242.43 — 7 Jul 2023
52 Week High
273.58 — 28 Mar 2024
Top 10 Components
DEUTSCHE BOERSE | DE |
LONDON STOCK EXCHANGE | GB |
WOLTERS KLUWER | NL |
BAE SYSTEMS | GB |
NESTLE | CH |
ORANGE | FR |
THALES | FR |
ZURICH INSURANCE GROUP | CH |
COMPASS GRP | GB |
AHOLD DELHAIZE | NL |
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