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
SAXPMOP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0512259836
Last Value
334.06
-5.12 (-1.51%)
As of CET
Week to Week Change
-1.60%
52 Week Change
24.11%
Year to Date Change
23.66%
Daily Low
333.16
Daily High
336.88
52 Week Low
267.71 — 3 Jan 2024
52 Week High
341.74 — 6 Dec 2024
Top 10 Components
| ROLLS ROYCE HLDG | GB |
| UNICREDIT | IT |
| RHEINMETALL | DE |
| ASM INTERNATIONAL | NL |
| UCB | BE |
| NOVO NORDISK B | DK |
| PUBLICIS GRP | FR |
| HERMES INTERNATIONAL | FR |
| PANDORA | DK |
| SWISS REINSURANCE COMPANY | CH |
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