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
SAXPEQUG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921357
Bloomberg
SAXPEQUG INDEX
Last Value
338.78
+3.53 (+1.05%)
As of
CETWeek to Week Change
1.35%
52 Week Change
18.00%
Year to Date Change
8.08%
Daily Low
338.78
Daily High
338.78
52 Week Low
272.19 — 30 Oct 2023
52 Week High
341.3399 — 12 Jun 2024
Top 10 Components
NOVO NORDISK B | DK |
3I GROUP PLC. | GB |
PARTNERS GRP HLDG | CH |
ASML HLDG | NL |
HERMES INTERNATIONAL | FR |
BP | GB |
TELEFONICA | ES |
KUEHNE + NAGEL | CH |
STMICROELECTRONICS | IT |
INVESTOR B | SE |
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Low
High
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