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
SAXPVAL
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0512259133
Last Value
120.72
-1.49 (-1.22%)
As of CET
Week to Week Change
-1.24%
52 Week Change
9.46%
Year to Date Change
7.41%
Daily Low
120.51
Daily High
121.45
52 Week Low
97 — 27 Oct 2023
52 Week High
125.06 — 16 May 2024
Top 10 Components
| STELLANTIS | IT |
| DEUTSCHE BANK | DE |
| BARCLAYS | GB |
| VOLKSWAGEN PREF | DE |
| SANOFI | FR |
| 3I GROUP PLC. | GB |
| SHELL | GB |
| STANDARD CHARTERED | GB |
| REPSOL | ES |
| HEIDELBERG MATERIALS | DE |
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Low
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