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
434.06
-0.64 (-0.15%)
As of CET
Week to Week Change
0.99%
52 Week Change
36.64%
Year to Date Change
22.27%
Daily Low
434.06
Daily High
434.06
52 Week Low
306.67 — 31 May 2023
52 Week High
434.85 — 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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Low
High
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