Loading...
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
SAXPSZL
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0512260545
Last Value
2,285.82
+5.17 (-1.30%)
As of CET
Week to Week Change
1.677%
52 Week Change
4.552%
Year to Date Change
-4.298%
Daily Low
2278.09
Daily High
2292.71
52 Week Low
2164.13 — 18 Mar 2024
52 Week High
2478.58 — 2 Oct 2024
Top 10 Components
| BCO SABADELL | ES |
| KONGSBERG GRUPPEN | NO |
| SAAB B | SE |
| BANK OF IRELAND GROUP | IE |
| AIB GROUP | IE |
| ADMIRAL GRP | GB |
| EIFFAGE | FR |
| VAT GROUP AG | CH |
| ORLEN | PL |
| GEA GRP | DE |
Zoom
2279.44
Low
2292.62
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$656.15
-0.14
1Y Return
5.95%
1Y Volatility
0.12%
STOXX® Europe 600 - EUR (Price Return)
€543.12
+2.68
1Y Return
7.25%
1Y Volatility
0.11%
STOXX® USA 500 - USD (Price Return)
$427.6
-6.27
1Y Return
7.35%
1Y Volatility
0.14%
STOXX® North America 600 - USD (Gross Return)
$519.88
-7.48
1Y Return
8.58%
1Y Volatility
0.14%
STOXX® Asia/Pacific 600 - USD (Gross Return)
$205.64
+0.33
1Y Return
4.51%
1Y Volatility
0.19%