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
235
+0.71 (+0.30%)
As of CET
Week to Week Change
2.96%
52 Week Change
8.33%
Year to Date Change
3.86%
Daily Low
234.47
Daily High
235.52
52 Week Low
207.84 — 27 Oct 2023
52 Week High
250.27 — 15 May 2024
Top 10 Components
| 3I GROUP PLC. | GB |
| ENGIE | FR |
| AHOLD DELHAIZE | NL |
| ORANGE | FR |
| STELLANTIS | IT |
| VOLKSWAGEN PREF | DE |
| UNICREDIT | IT |
| NOVO NORDISK B | DK |
| EQUINOR | NO |
| IMPERIAL BRANDS | GB |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$666.82
+5.28
1Y Return
22.58%
1Y Volatility
0.11%
STOXX® Europe 600
€525.05
+0.48
1Y Return
14.59%
1Y Volatility
0.10%
STOXX® USA 500
$436.25
+4.48
1Y Return
25.93%
1Y Volatility
0.13%
STOXX® North America 600
$526.93
+5.35
1Y Return
27.36%
1Y Volatility
0.13%
STOXX® Asia/Pacific 600
$208.14
+1.16
1Y Return
16.73%
1Y Volatility
0.18%