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
SAXPQUV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259281
Last Value
234.79
-0.22 (-0.09%)
As of
CETWeek to Week Change
0.23%
52 Week Change
-2.41%
Year to Date Change
-0.09%
Daily Low
234.79
Daily High
234.79
52 Week Low
231.88 — 17 Jan 2024
52 Week High
262.63 — 27 Sep 2024
Top 10 Components
PARTNERS GRP HLDG | CH |
NOVO NORDISK B | DK |
3I GROUP PLC. | GB |
ADIDAS | DE |
ENGIE | FR |
SAFRAN | FR |
INVESTOR B | SE |
HERMES INTERNATIONAL | FR |
LOGITECH INTERNATIONAL | CH |
ASML HLDG | NL |
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