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
SAXPLRR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260842
Last Value
309.85
-0.17 (-0.05%)
As of
CETWeek to Week Change
1.70%
52 Week Change
17.23%
Year to Date Change
4.38%
Daily Low
309.85
Daily High
309.85
52 Week Low
262.83 — 13 Feb 2024
52 Week High
310.02 — 30 Jan 2025
Top 10 Components
DEUTSCHE BOERSE | DE |
LONDON STOCK EXCHANGE | GB |
WOLTERS KLUWER | NL |
DANONE | FR |
COMPASS GRP | GB |
SANOFI | FR |
ZURICH INSURANCE GROUP | CH |
AHOLD DELHAIZE | NL |
ORANGE | FR |
HALEON | GB |
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