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
250.49
-3.32 (-1.31%)
As of CET
Week to Week Change
4.20%
52 Week Change
12.38%
Year to Date Change
12.77%
Daily Low
250.49
Daily High
250.49
52 Week Low
216.11 — 13 Jan 2025
52 Week High
255.09 — 27 Sep 2024
Top 10 Components
| BCO SABADELL | ES |
| KONGSBERG GRUPPEN | NO |
| SAAB B | SE |
| BANK OF IRELAND GROUP | IE |
| AIB GROUP | IE |
| EIFFAGE | FR |
| ADMIRAL GRP | GB |
| VAT GROUP AG | CH |
| ORLEN | PL |
| GEA GRP | DE |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$673.22
+3.08
1Y Return
8.83%
1Y Volatility
0.12%
STOXX® Europe 600 - EUR (Price Return)
€555.37
+1.07
1Y Return
9.92%
1Y Volatility
0.11%
STOXX® USA 500 - USD (Price Return)
$438.97
+3.77
1Y Return
9.70%
1Y Volatility
0.14%
STOXX® North America 600 - USD (Gross Return)
$535.32
+4.00
1Y Return
11.93%
1Y Volatility
0.14%
STOXX® Asia/Pacific 600 - USD (Gross Return)
$210.21
+1.28
1Y Return
5.95%
1Y Volatility
0.19%