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
SAXPESZP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0524921779
Last Value
199.29
-1.10 (-0.55%)
As of CET
Week to Week Change
-0.63%
52 Week Change
13.62%
Year to Date Change
3.09%
Daily Low
199.13
Daily High
200.98
52 Week Low
175.4 — 8 Nov 2023
52 Week High
210.33 — 27 Sep 2024
Top 10 Components
| UCB | BE |
| BUNZL | GB |
| VAT GROUP AG | CH |
| KERRY GRP | IE |
| ALFA LAVAL | SE |
| BE SEMICONDUCTOR | NL |
| AUTO TRADER GROUP | GB |
| AIB GROUP | IE |
| EIFFAGE | FR |
| BALOISE | CH |
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