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
SAXPMFV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260222
Last Value
286.79
+0.70 (+0.24%)
As of
CETWeek to Week Change
0.15%
52 Week Change
19.75%
Year to Date Change
13.22%
Daily Low
286.79
Daily High
286.79
52 Week Low
224.08 — 27 Oct 2023
52 Week High
286.8 — 27 Aug 2024
Top 10 Components
3I GROUP PLC. | GB |
ENGIE | FR |
AHOLD DELHAIZE | NL |
ORANGE | FR |
STELLANTIS | IT |
VOLKSWAGEN PREF | DE |
UNICREDIT | IT |
NOVO NORDISK B | DK |
EQUINOR | NO |
IMPERIAL BRANDS | GB |
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