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
222.45
+2.16 (+0.98%)
As of
CETWeek to Week Change
2.79%
52 Week Change
23.27%
Year to Date Change
13.08%
Daily Low
222.45
Daily High
222.45
52 Week Low
174.8899 — 27 Oct 2023
52 Week High
222.45 — 14 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 |
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Low
High
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