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
228.12
+2.11 (+0.93%)
As of CET
Week to Week Change
-2.17%
52 Week Change
9.07%
Year to Date Change
1.12%
Daily Low
228.12
Daily High
228.12
52 Week Low
206.88 — 16 Nov 2023
52 Week High
255.09 — 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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Low
High
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