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
SAXPMFP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0512260685
Last Value
240.15
-1.64 (-0.68%)
As of CET
Week to Week Change
0.49%
52 Week Change
14.16%
Year to Date Change
6.14%
Daily Low
239.31
Daily High
241.99
52 Week Low
210.13 — 10 Nov 2023
52 Week High
250.27 — 15 May 2024
Top 10 Components
| 3I GROUP PLC. | GB |
| AHOLD DELHAIZE | NL |
| ENGIE | FR |
| UCB | BE |
| GRP SOCIETE GENERALE | FR |
| IMPERIAL BRANDS | GB |
| VOLKSWAGEN PREF | DE |
| STELLANTIS | IT |
| NOVO NORDISK B | DK |
| HEIDELBERG MATERIALS | DE |
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