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
SAXPVAGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259869
Last Value
194.74
+2.03 (+1.05%)
As of CET
Week to Week Change
2.92%
52 Week Change
22.07%
Year to Date Change
10.82%
Daily Low
194.74
Daily High
194.74
52 Week Low
151 — 27 Oct 2023
52 Week High
194.74 — 13 May 2024
Top 10 Components
| BARCLAYS | GB |
| 3I GROUP PLC. | GB |
| DEUTSCHE BANK | DE |
| STELLANTIS | IT |
| VOLKSWAGEN PREF | DE |
| SANOFI | FR |
| STANDARD CHARTERED | GB |
| SHELL | GB |
| VODAFONE GRP | GB |
| REPSOL | ES |
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Low
High
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