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
SAXPEVAG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921985
Bloomberg
SAXPEVAG INDEX
Last Value
228.52
+1.50 (+0.66%)
As of
CETWeek to Week Change
1.86%
52 Week Change
21.73%
Year to Date Change
10.93%
Daily Low
228.52
Daily High
228.52
52 Week Low
187.22 — 10 Nov 2023
52 Week High
232.9 — 3 Jun 2024
Top 10 Components
DEUTSCHE BANK | DE |
BARCLAYS | GB |
STELLANTIS | IT |
SHELL | GB |
GRP SOCIETE GENERALE | FR |
STANDARD CHARTERED | GB |
VOLKSWAGEN PREF | DE |
Holcim | CH |
HEIDELBERG MATERIALS | DE |
UBS GROUP | CH |
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Low
High
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