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
SAXPVAGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259885
Bloomberg
SAXPVAGR INDEX
Last Value
255.76
-9.14 (-3.45%)
As of CET
Week to Week Change
-5.09%
52 Week Change
9.76%
Year to Date Change
5.45%
Daily Low
255.76
Daily High
255.76
52 Week Low
219.12 — 5 Aug 2024
52 Week High
276.65 — 6 Mar 2025
Top 10 Components
| GRP SOCIETE GENERALE | FR |
| DEUTSCHE BANK | DE |
| BARCLAYS | GB |
| VOLKSWAGEN PREF | DE |
| STELLANTIS | IT |
| SHELL | GB |
| VODAFONE GRP | GB |
| STANDARD CHARTERED | GB |
| Holcim | CH |
| HEIDELBERG MATERIALS | DE |
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