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
SAXPSZV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260594
Last Value
208.19
+0.06 (+0.03%)
As of CET
Week to Week Change
-3.33%
52 Week Change
-2.48%
Year to Date Change
-2.39%
Daily Low
208.19
Daily High
208.19
52 Week Low
201.53 — 13 Feb 2024
52 Week High
239.8 — 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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