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
SAXPESZR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921910
Last Value
274.6
+0.56 (+0.20%)
As of
CETWeek to Week Change
1.54%
52 Week Change
18.14%
Year to Date Change
7.19%
Daily Low
274.6
Daily High
274.6
52 Week Low
222.84 — 27 Oct 2023
52 Week High
275.39 — 6 Jun 2024
Top 10 Components
UCB | BE |
VAT GROUP AG | CH |
BE SEMICONDUCTOR | NL |
HANNOVER RUECK | DE |
BUNZL | GB |
KERRY GRP | IE |
ALFA LAVAL | SE |
EIFFAGE | FR |
AUTO TRADER GROUP | GB |
GALP ENERGIA | PT |
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Low
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