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
SAXPSZP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0512260578
Last Value
203.43
-0.57 (-0.28%)
As of
CETWeek to Week Change
-0.57%
52 Week Change
7.84%
Year to Date Change
4.01%
Daily Low
202.31
Daily High
203.79
52 Week Low
169.74 — 25 Oct 2023
52 Week High
207.21 — 15 May 2024
Top 10 Components
UCB | BE |
BE SEMICONDUCTOR | NL |
BCO SABADELL | ES |
VAT GROUP AG | CH |
BANK OF IRELAND GROUP | IE |
EDP ENERGIAS DE PORTUGAL | PT |
EIFFAGE | FR |
AIB GROUP | IE |
SYMRISE | DE |
GALP ENERGIA | PT |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$641.21
+6.10
1Y Return
15.53%
1Y Volatility
0.10%
STOXX® Europe 600
€512.83
+4.20
1Y Return
8.71%
1Y Volatility
0.10%
STOXX® USA 500
$420.99
+4.68
1Y Return
19.90%
1Y Volatility
0.12%
STOXX® North America 600
$501.99
-2.14
1Y Return
19.81%
1Y Volatility
0.12%
STOXX® Asia/Pacific 600
$196.11
-5.75
1Y Return
7.06%
1Y Volatility
0.14%