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
SAXPMOGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259992
Last Value
364.64
+6.22 (+1.74%)
As of CET
Week to Week Change
3.54%
52 Week Change
30.74%
Year to Date Change
17.35%
Daily Low
364.64
Daily High
364.64
52 Week Low
261.2 — 31 May 2023
52 Week High
369.49 — 8 Apr 2024
Top 10 Components
| ROLLS ROYCE HLDG | GB |
| NOVO NORDISK B | DK |
| UNICREDIT | IT |
| ASM INTERNATIONAL | NL |
| BCO BILBAO VIZCAYA ARGENTARIA | ES |
| PUBLICIS GRP | FR |
| RHEINMETALL | DE |
| HERMES INTERNATIONAL | FR |
| ASML HLDG | NL |
| BAE SYSTEMS | GB |
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Low
High
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