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
SAXPQUR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259083
Last Value
305.1
+1.20 (+0.39%)
As of CET
Week to Week Change
-1.03%
52 Week Change
17.50%
Year to Date Change
4.14%
Daily Low
305.1
Daily High
305.1
52 Week Low
254.77 — 30 Oct 2023
52 Week High
318.74 — 12 Jun 2024
Top 10 Components
| NOVO NORDISK B | DK |
| 3I GROUP PLC. | GB |
| PARTNERS GRP HLDG | CH |
| SAFRAN | FR |
| HERMES INTERNATIONAL | FR |
| ASML HLDG | NL |
| ADIDAS | DE |
| ENGIE | FR |
| TELEFONICA | ES |
| GEBERIT | CH |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$689.44
+0.84
1Y Return
31.33%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€506.63
-3.29
1Y Return
13.14%
1Y Volatility
0.10%
STOXX® USA 500 - USD (Price Return)
$464.95
+2.01
1Y Return
38.89%
1Y Volatility
0.13%
STOXX® North America 600 - USD (Gross Return)
$562.14
+2.37
1Y Return
40.41%
1Y Volatility
0.12%
STOXX® Asia/Pacific 600 - USD (Gross Return)
$206.64
+0.41
1Y Return
19.29%
1Y Volatility
0.18%