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
SAXPVAL
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0512259133
Last Value
125.06
+0.42 (+0.34%)
As of CET
Week to Week Change
3.49%
52 Week Change
20.41%
Year to Date Change
11.27%
Daily Low
124.56
Daily High
125.16
52 Week Low
97 — 27 Oct 2023
52 Week High
125.06 — 16 May 2024
Top 10 Components
| 3I GROUP PLC. | GB |
| BARCLAYS | GB |
| DEUTSCHE BANK | DE |
| STELLANTIS | IT |
| VOLKSWAGEN PREF | DE |
| VODAFONE GRP | GB |
| SANOFI | FR |
| STANDARD CHARTERED | GB |
| SHELL | GB |
| REPSOL | ES |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$631.68
+0.56
1Y Return
21.89%
1Y Volatility
0.10%
STOXX® Europe 600
€522.94
-0.68
1Y Return
12.27%
1Y Volatility
0.10%
STOXX® USA 500
$408.69
+0.42
1Y Return
26.96%
1Y Volatility
0.12%
STOXX® North America 600
$492.39
+0.66
1Y Return
28.25%
1Y Volatility
0.12%
STOXX® Asia/Pacific 600
$198.46
+0.18
1Y Return
13.29%
1Y Volatility
0.14%