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
SAXPSZL
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0512260545
Last Value
167.08
-0.98 (-0.58%)
As of
CETWeek to Week Change
-0.61%
52 Week Change
6.47%
Year to Date Change
3.37%
Daily Low
166.76
Daily High
168.46
52 Week Low
135.5 — 26 Oct 2023
52 Week High
170.08 — 12 Jul 2024
Top 10 Components
UCB | BE |
BCO SABADELL | ES |
BANK OF IRELAND GROUP | IE |
VAT GROUP AG | CH |
BE SEMICONDUCTOR | NL |
EDP ENERGIAS DE PORTUGAL | PT |
EIFFAGE | FR |
AIB GROUP | IE |
SYMRISE | DE |
GALP ENERGIA | PT |
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Low
High
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