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 ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SAXPELRP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0524923734
Last Value
193.98
+0.47 (+0.24%)
As of CET
Week to Week Change
-1.31%
52 Week Change
12.85%
Year to Date Change
8.17%
Daily Low
192.9
Daily High
193.98
52 Week Low
171.8899 — 20 Nov 2023
52 Week High
199.1399 — 17 Oct 2024
Top 10 Components
| LONDON STOCK EXCHANGE | GB |
| WOLTERS KLUWER | NL |
| DEUTSCHE BOERSE | DE |
| DANONE | FR |
| COMPASS GRP | GB |
| EQUINOR | NO |
| ZURICH INSURANCE GROUP | CH |
| HALEON | GB |
| SAMPO | FI |
| ORANGE | FR |
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