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
SAXPELRZ
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524923981
Last Value
230.37
-0.33 (-0.14%)
As of
CETDaily Low
230.37
Daily High
230.37
Top 10 Components
DEUTSCHE BOERSE | DE |
WOLTERS KLUWER | NL |
NESTLE | CH |
LONDON STOCK EXCHANGE | GB |
ORANGE | FR |
GSK | GB |
COMPASS GRP | GB |
SANOFI | FR |
AHOLD DELHAIZE | NL |
ZURICH INSURANCE GROUP | CH |
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