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
215.29
+0.01 (+0.00%)
As of CET
Week to Week Change
1.75%
52 Week Change
15.30%
Year to Date Change
13.23%
Daily Low
215.29
Daily High
215.29
52 Week Low
182.13 — 19 Jan 2024
52 Week High
215.29 — 10 Dec 2024
Top 10 Components
| DEUTSCHE BANK | DE |
| BARCLAYS | GB |
| STELLANTIS | IT |
| STANDARD CHARTERED | GB |
| SHELL | GB |
| GRP SOCIETE GENERALE | FR |
| VOLKSWAGEN PREF | DE |
| Holcim | CH |
| HEIDELBERG MATERIALS | DE |
| UBS GROUP | CH |
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