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
SAXPEVAV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921902
Last Value
165.44
-1.06 (-0.64%)
As of CET
Week to Week Change
-2.29%
52 Week Change
15.28%
Year to Date Change
6.09%
Daily Low
165.44
Daily High
165.44
52 Week Low
143.51 — 16 Nov 2023
52 Week High
176.22 — 27 Sep 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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