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
SAXPEMFV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524923841
Last Value
263.38
-0.76 (-0.29%)
As of
CETWeek to Week Change
-0.12%
52 Week Change
8.66%
Year to Date Change
3.19%
Daily Low
263.38
Daily High
263.38
52 Week Low
240.58 — 22 Nov 2023
52 Week High
284.3399 — 27 Sep 2024
Top 10 Components
3I GROUP PLC. | GB |
ENGIE | FR |
AHOLD DELHAIZE | NL |
UCB | BE |
GRP SOCIETE GENERALE | FR |
ORANGE | FR |
UNICREDIT | IT |
VOLKSWAGEN PREF | DE |
EQUINOR | NO |
HEIDELBERG MATERIALS | DE |
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