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
SAXPVAR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259430
Last Value
221.08
-1.15 (-0.52%)
As of CET
Week to Week Change
-1.36%
52 Week Change
14.83%
Year to Date Change
-0.86%
Daily Low
221.08
Daily High
221.08
52 Week Low
188.8 — 19 Jan 2024
52 Week High
226.31 — 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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