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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
SAXPEMOL
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0524921928
Last Value
244.42
+1.25 (+0.51%)
As of
CETWeek to Week Change
2.61%
52 Week Change
10.11%
Year to Date Change
2.78%
Daily Low
242.4
Daily High
244.67
52 Week Low
216.15 — 17 Jan 2024
52 Week High
260.54 — 12 Jul 2024
Top 10 Components
UNICREDIT | IT |
SIEMENS ENERGY | DE |
UCB | BE |
NOVO NORDISK B | DK |
PUBLICIS GRP | FR |
SCHNEIDER ELECTRIC | FR |
HEIDELBERG MATERIALS | DE |
PANDORA | DK |
SHELL | GB |
SAGE GRP | GB |
Zoom
242.4
Low
244.67
High
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