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
SAXPVAGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259885
Bloomberg
SAXPVAGR INDEX
Last Value
240.14
+1.78 (+0.75%)
As of CET
Week to Week Change
0.96%
52 Week Change
13.47%
Year to Date Change
12.94%
Daily Low
240.14
Daily High
240.14
52 Week Low
204.1 — 19 Jan 2024
52 Week High
246.14 — 12 Dec 2024
Top 10 Components
| DEUTSCHE BANK | DE |
| BARCLAYS | GB |
| STELLANTIS | IT |
| GRP SOCIETE GENERALE | FR |
| VOLKSWAGEN PREF | DE |
| SHELL | GB |
| STANDARD CHARTERED | GB |
| HEIDELBERG MATERIALS | DE |
| VODAFONE GRP | GB |
| Holcim | CH |
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