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 single and multi-factor indices are based on the respective STOXX country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SAXPLRV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260131
Last Value
241.38
+2.49 (+1.04%)
As of CET
Week to Week Change
-1.45%
52 Week Change
19.90%
Year to Date Change
12.03%
Daily Low
241.38
Daily High
241.38
52 Week Low
200.31 — 7 Nov 2023
52 Week High
250.92 — 27 Sep 2024
Top 10 Components
| DEUTSCHE BOERSE | DE |
| LONDON STOCK EXCHANGE | GB |
| WOLTERS KLUWER | NL |
| BAE SYSTEMS | GB |
| DANONE | FR |
| EQUINOR | NO |
| AHOLD DELHAIZE | NL |
| SANOFI | FR |
| SAMPO | FI |
| ZURICH INSURANCE GROUP | CH |
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