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
SAXPEVAP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0524921696
Last Value
138.71
+1.69 (+1.23%)
As of
CETWeek to Week Change
-0.28%
52 Week Change
11.87%
Year to Date Change
4.97%
Daily Low
137.09
Daily High
139.16
52 Week Low
117.66 — 27 Oct 2023
52 Week High
146.56 — 15 May 2024
Top 10 Components
DEUTSCHE BANK | DE |
STELLANTIS | IT |
BARCLAYS | GB |
SHELL | GB |
VOLKSWAGEN PREF | DE |
GRP SOCIETE GENERALE | FR |
STANDARD CHARTERED | GB |
Holcim | CH |
REPSOL | ES |
HEIDELBERG MATERIALS | DE |
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