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
SAXPSZR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260784
Last Value
265.13
-0.41 (-0.15%)
As of CET
Week to Week Change
-2.32%
52 Week Change
3.07%
Year to Date Change
2.72%
Daily Low
265.13
Daily High
265.13
52 Week Low
247.09 — 17 Jan 2024
52 Week High
284.05 — 27 Sep 2024
Top 10 Components
| BE SEMICONDUCTOR | NL |
| VAT GROUP AG | CH |
| BCO SABADELL | ES |
| KONGSBERG GRUPPEN | NO |
| AIB GROUP | IE |
| ADMIRAL GRP | GB |
| UCB | BE |
| SANDOZ GROUP | CH |
| AUTO TRADER GROUP | GB |
| BANK OF IRELAND GROUP | IE |
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Low
High
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