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
SAXPEMOZ
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921894
Last Value
350.9
+2.44 (+0.70%)
As of
CETWeek to Week Change
2.32%
52 Week Change
25.74%
Year to Date Change
15.02%
Daily Low
350.9
Daily High
350.9
52 Week Low
265.26 — 31 May 2023
52 Week High
350.9 — 10 May 2024
Top 10 Components
UNICREDIT | IT |
NOVO NORDISK B | DK |
ASM INTERNATIONAL | NL |
BCO BILBAO VIZCAYA ARGENTARIA | ES |
HERMES INTERNATIONAL | FR |
PUBLICIS GRP | FR |
SCHNEIDER ELECTRIC | FR |
SHELL | GB |
SAGE GRP | GB |
HEIDELBERG MATERIALS | DE |
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