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
SAXPESZZ
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921829
Last Value
224.41
+0.50 (+0.22%)
As of CET
Week to Week Change
-0.76%
52 Week Change
6.10%
Year to Date Change
0.38%
Daily Low
224.41
Daily High
224.41
52 Week Low
211.51 — 27 Nov 2023
52 Week High
255.6 — 27 Sep 2024
Top 10 Components
| UCB | BE |
| BUNZL | GB |
| KERRY GRP | IE |
| BE SEMICONDUCTOR | NL |
| VAT GROUP AG | CH |
| ALFA LAVAL | SE |
| AUTO TRADER GROUP | GB |
| BCO SABADELL | ES |
| AIB GROUP | IE |
| EIFFAGE | FR |
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Low
High
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