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
SAXPEVAR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921878
Last Value
208.2
-1.89 (-0.90%)
As of
CETWeek to Week Change
0.36%
52 Week Change
16.13%
Year to Date Change
9.50%
Daily Low
208.2
Daily High
208.2
52 Week Low
178.46 — 21 Nov 2023
52 Week High
214.06 — 16 May 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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