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
252.31
-1.52 (-0.60%)
As of
CETWeek to Week Change
-2.69%
52 Week Change
18.61%
Year to Date Change
14.33%
Daily Low
251.72
Daily High
253.43
52 Week Low
194.37 — 20 Oct 2023
52 Week High
260.54 — 12 Jul 2024
Top 10 Components
UNICREDIT | IT |
NOVO NORDISK B | DK |
ASM INTERNATIONAL | NL |
BCO BILBAO VIZCAYA ARGENTARIA | ES |
HERMES INTERNATIONAL | FR |
Vonovia SE | DE |
PUBLICIS GRP | FR |
SCHNEIDER ELECTRIC | FR |
SHELL | GB |
HEIDELBERG MATERIALS | DE |
Zoom
Low
High
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