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
SAXPVAGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259869
Last Value
188.96
+0.60 (+0.32%)
As of CET
Week to Week Change
2.38%
52 Week Change
17.78%
Year to Date Change
7.53%
Daily Low
188.96
Daily High
188.96
52 Week Low
151 — 27 Oct 2023
52 Week High
191.24 — 4 Apr 2024
Top 10 Components
| 3I GROUP PLC. | GB |
| BARCLAYS | GB |
| STELLANTIS | IT |
| DEUTSCHE BANK | DE |
| SANOFI | FR |
| VOLKSWAGEN PREF | DE |
| SHELL | GB |
| VODAFONE GRP | GB |
| STANDARD CHARTERED | GB |
| REPSOL | ES |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$612.01
+7.36
1Y Return
19.70%
1Y Volatility
0.10%
STOXX® Europe 600
€505.53
+2.32
1Y Return
9.30%
1Y Volatility
0.10%
STOXX® USA 500
$394.49
+3.89
1Y Return
25.78%
1Y Volatility
0.12%
STOXX® North America 600
$470.17
+4.40
1Y Return
25.66%
1Y Volatility
0.12%
STOXX® Asia/Pacific 600
$195.5
+3.77
1Y Return
12.28%
1Y Volatility
0.14%