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
SAXPMOR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259216
Last Value
454.49
-2.58 (-0.56%)
As of CET
Week to Week Change
-1.19%
52 Week Change
28.62%
Year to Date Change
28.02%
Daily Low
454.49
Daily High
454.49
52 Week Low
351.81 — 3 Jan 2024
52 Week High
459.98 — 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 |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$675.75
+4.79
1Y Return
17.69%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€502.19
-4.47
1Y Return
5.15%
1Y Volatility
0.10%
STOXX® USA 500 - USD (Price Return)
$460.43
+5.10
1Y Return
25.62%
1Y Volatility
0.13%
STOXX® North America 600 - USD (Gross Return)
$550.68
-0.67
1Y Return
26.52%
1Y Volatility
0.13%
STOXX® Asia/Pacific 600 - USD (Gross Return)
$196.48
-0.07
1Y Return
6.42%
1Y Volatility
0.19%