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
SAXPSZGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260149
Last Value
232.89
+0.10 (+0.04%)
As of CET
Week to Week Change
2.76%
52 Week Change
7.23%
Year to Date Change
3.23%
Daily Low
232.89
Daily High
232.89
52 Week Low
213.19 — 13 Feb 2024
52 Week High
255.09 — 27 Sep 2024
Top 10 Components
| UCB | BE |
| BCO SABADELL | ES |
| BE SEMICONDUCTOR | NL |
| KONGSBERG GRUPPEN | NO |
| VAT GROUP AG | CH |
| AUTO TRADER GROUP | GB |
| AIB GROUP | IE |
| SANDOZ GROUP | CH |
| ADMIRAL GRP | GB |
| BANK OF IRELAND GROUP | IE |
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Low
High
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