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
SAXPMOGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259232
Bloomberg ID
BBG00RHCN6Z8
Last Value
461.63
-0.66 (-0.14%)
As of
CETWeek to Week Change
1.07%
52 Week Change
37.98%
Year to Date Change
22.77%
Daily Low
461.63
Daily High
461.63
52 Week Low
324.44 — 31 May 2023
52 Week High
462.4 — 15 May 2024
Top 10 Components
ROLLS ROYCE HLDG | GB |
UNICREDIT | IT |
NOVO NORDISK B | DK |
ASM INTERNATIONAL | NL |
BCO BILBAO VIZCAYA ARGENTARIA | ES |
PUBLICIS GRP | FR |
RHEINMETALL | DE |
HERMES INTERNATIONAL | FR |
ASML HLDG | NL |
BAE SYSTEMS | GB |
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