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 single and multi-factor indices are based on the respective STOXX country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SAXPLRGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260230
Bloomberg
SAXPLRGR INDEX
Last Value
320.33
+1.03 (+0.32%)
As of CET
Week to Week Change
0.20%
52 Week Change
19.81%
Year to Date Change
14.04%
Daily Low
320.33
Daily High
320.33
52 Week Low
267.3399 — 7 Nov 2023
52 Week High
326.33 — 17 Oct 2024
Top 10 Components
| DEUTSCHE BOERSE | DE |
| LONDON STOCK EXCHANGE | GB |
| WOLTERS KLUWER | NL |
| BAE SYSTEMS | GB |
| DANONE | FR |
| EQUINOR | NO |
| AHOLD DELHAIZE | NL |
| SANOFI | FR |
| SAMPO | FI |
| ZURICH INSURANCE GROUP | CH |
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