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
SAXPSZP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0512260578
Last Value
197.8
+1.78 (+0.91%)
As of CET
Week to Week Change
0.19%
52 Week Change
8.13%
Year to Date Change
1.14%
Daily Low
195.97
Daily High
197.84
52 Week Low
182.93 — 22 Nov 2023
52 Week High
210.21 — 27 Sep 2024
Top 10 Components
| UCB | BE |
| BCO SABADELL | ES |
| KONGSBERG GRUPPEN | NO |
| SANDOZ GROUP | CH |
| AIB GROUP | IE |
| EDP ENERGIAS DE PORTUGAL | PT |
| AUTO TRADER GROUP | GB |
| BANK OF IRELAND GROUP | IE |
| VAT GROUP AG | CH |
| UNITED UTILITIES GRP | GB |
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