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
SAXPMFL
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0512260537
Last Value
192.12
-1.98 (-1.02%)
As of CET
Daily Low
190.47
Daily High
192.14
Top 10 Components
| 3I GROUP PLC. | GB |
| AHOLD DELHAIZE | NL |
| ENGIE | FR |
| UCB | BE |
| IMPERIAL BRANDS | GB |
| GRP SOCIETE GENERALE | FR |
| VOLKSWAGEN PREF | DE |
| STELLANTIS | IT |
| RHEINMETALL | DE |
| NOVO NORDISK B | DK |
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