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
SAXPEMOR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921498
Last Value
407.4
-4.92 (-1.19%)
As of CET
Week to Week Change
-3.02%
52 Week Change
15.88%
Year to Date Change
16.07%
Daily Low
407.4
Daily High
407.4
52 Week Low
346.7799 — 17 Jan 2024
52 Week High
424.17 — 12 Jul 2024
Top 10 Components
| UNICREDIT | IT |
| NOVO NORDISK B | DK |
| ASM INTERNATIONAL | NL |
| UCB | BE |
| HERMES INTERNATIONAL | FR |
| PUBLICIS GRP | FR |
| SCHNEIDER ELECTRIC | FR |
| Vonovia SE | DE |
| HEIDELBERG MATERIALS | DE |
| PANDORA | DK |
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