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
SAXPMOGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259232
Bloomberg
SAXPMOGR INDEX
Last Value
484.58
-2.75 (-0.56%)
As of CET
Week to Week Change
-0.45%
52 Week Change
29.86%
Year to Date Change
28.87%
Daily Low
484.58
Daily High
484.58
52 Week Low
372.62 — 3 Jan 2024
52 Week High
490.43 — 6 Dec 2024
Top 10 Components
| ROLLS ROYCE HLDG | GB |
| UNICREDIT | IT |
| RHEINMETALL | DE |
| ASM INTERNATIONAL | NL |
| UCB | BE |
| NOVO NORDISK B | DK |
| PUBLICIS GRP | FR |
| HERMES INTERNATIONAL | FR |
| PANDORA | DK |
| SWISS REINSURANCE COMPANY | CH |
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