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
SAXPQUGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259968
Bloomberg
SAXPQUGR INDEX
Last Value
328.8
+1.33 (+0.41%)
As of CET
Week to Week Change
-3.78%
52 Week Change
0.11%
Year to Date Change
1.32%
Daily Low
328.8
Daily High
328.8
52 Week Low
306.66 — 5 Aug 2024
52 Week High
350.17 — 26 Feb 2025
Top 10 Components
| PARTNERS GRP HLDG | CH |
| NOVO NORDISK B | DK |
| 3I GROUP PLC. | GB |
| ENGIE | FR |
| ADIDAS | DE |
| SAFRAN | FR |
| INVESTOR B | SE |
| GRP SOCIETE GENERALE | FR |
| GEBERIT | CH |
| HERMES INTERNATIONAL | FR |
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