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
SAXPQUL
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0512259448
Last Value
198.13
+2.50 (+1.28%)
As of
CETWeek to Week Change
1.97%
52 Week Change
11.75%
Year to Date Change
5.99%
Daily Low
195.23
Daily High
198.37
52 Week Low
157.91 — 27 Oct 2023
52 Week High
198.72 — 12 Jun 2024
Top 10 Components
NOVO NORDISK B | DK |
3I GROUP PLC. | GB |
PARTNERS GRP HLDG | CH |
ASML HLDG | NL |
HERMES INTERNATIONAL | FR |
BP | GB |
SAFRAN | FR |
KUEHNE + NAGEL | CH |
STMICROELECTRONICS | IT |
GEBERIT | CH |
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Low
High
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