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
SAXPELRR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524923809
Last Value
251.75
-1.58 (-0.62%)
As of
CETWeek to Week Change
-1.21%
52 Week Change
8.59%
Year to Date Change
0.53%
Daily Low
251.75
Daily High
251.75
52 Week Low
227.33 — 17 Mar 2023
52 Week High
255.88 — 29 Jan 2024
Top 10 Components
DEUTSCHE BOERSE | DE |
WOLTERS KLUWER | NL |
NESTLE | CH |
LONDON STOCK EXCHANGE | GB |
ORANGE | FR |
GSK | GB |
SANOFI | FR |
COMPASS GRP | GB |
AHOLD DELHAIZE | NL |
ZURICH INSURANCE GROUP | CH |
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