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
SAXPSZGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260339
Bloomberg
SAXPSZGR INDEX
Last Value
281.83
-1.73 (-0.61%)
As of CET
Week to Week Change
-0.94%
52 Week Change
10.57%
Year to Date Change
3.24%
Daily Low
281.83
Daily High
281.83
52 Week Low
253.88 — 21 Nov 2023
52 Week High
302.17 — 27 Sep 2024
Top 10 Components
| UCB | BE |
| BCO SABADELL | ES |
| KONGSBERG GRUPPEN | NO |
| SANDOZ GROUP | CH |
| AIB GROUP | IE |
| EDP ENERGIAS DE PORTUGAL | PT |
| VAT GROUP AG | CH |
| BANK OF IRELAND GROUP | IE |
| AUTO TRADER GROUP | GB |
| EIFFAGE | FR |
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