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
SAXPELRL
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0524923817
Last Value
153.58
-0.15 (-0.10%)
As of
CETWeek to Week Change
0.19%
52 Week Change
8.97%
Year to Date Change
4.41%
Daily Low
152.32
Daily High
154.4
52 Week Low
140.94 — 20 Nov 2023
52 Week High
165.66 — 27 Sep 2024
Top 10 Components
LONDON STOCK EXCHANGE | GB |
WOLTERS KLUWER | NL |
DEUTSCHE BOERSE | DE |
DANONE | FR |
COMPASS GRP | GB |
EQUINOR | NO |
ZURICH INSURANCE GROUP | CH |
HALEON | GB |
SAMPO | FI |
ORANGE | FR |
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