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 ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SAXPELRG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524923759
Bloomberg
SAXPELRG INDEX
Last Value
303.78
-0.64 (-0.21%)
As of
CETWeek to Week Change
-1.52%
52 Week Change
13.09%
Year to Date Change
12.33%
Daily Low
303.78
Daily High
303.78
52 Week Low
268.62 — 21 Dec 2023
52 Week High
312.27 — 5 Dec 2024
Top 10 Components
LONDON STOCK EXCHANGE | GB |
WOLTERS KLUWER | NL |
DEUTSCHE BOERSE | DE |
DANONE | FR |
COMPASS GRP | GB |
HALEON | GB |
ZURICH INSURANCE GROUP | CH |
EQUINOR | NO |
SAMPO | FI |
ORANGE | FR |
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