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
SAXPSZGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260149
Last Value
235.22
+1.40 (+0.60%)
As of
CETWeek to Week Change
2.09%
52 Week Change
11.38%
Year to Date Change
4.26%
Daily Low
235.22
Daily High
235.22
52 Week Low
188.73 — 26 Oct 2023
52 Week High
235.22 — 10 May 2024
Top 10 Components
PRYSMIAN | IT |
UCB | BE |
NOVONESIS | DK |
VAT GROUP AG | CH |
EIFFAGE | FR |
BCO SABADELL | ES |
BE SEMICONDUCTOR | NL |
EDP ENERGIAS DE PORTUGAL | PT |
ORLEN | PL |
CARREFOUR | FR |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$631.68
+0.56
1Y Return
21.76%
1Y Volatility
0.10%
STOXX® Europe 600
€522.94
-0.68
1Y Return
11.54%
1Y Volatility
0.10%
STOXX® USA 500
$408.69
+0.42
1Y Return
27.18%
1Y Volatility
0.12%
STOXX® North America 600
$492.39
+0.66
1Y Return
28.25%
1Y Volatility
0.12%
STOXX® Asia/Pacific 600
$198.46
+0.18
1Y Return
13.29%
1Y Volatility
0.14%