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
SAXPVAP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0512259059
Last Value
144.11
+1.76 (+1.24%)
As of CET
Week to Week Change
-0.25%
52 Week Change
13.42%
Year to Date Change
5.96%
Daily Low
142.47
Daily High
144.53
52 Week Low
121.41 — 27 Oct 2023
52 Week High
152.35 — 16 May 2024
Top 10 Components
| DEUTSCHE BANK | DE |
| BARCLAYS | GB |
| STELLANTIS | IT |
| STANDARD CHARTERED | GB |
| VOLKSWAGEN PREF | DE |
| SHELL | GB |
| GRP SOCIETE GENERALE | FR |
| REPSOL | ES |
| Holcim | CH |
| HEIDELBERG MATERIALS | DE |
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