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
SAXPVAP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0512259059
Last Value
162.27
+0.40 (+0.25%)
As of
CETWeek to Week Change
1.61%
52 Week Change
19.11%
Year to Date Change
8.64%
Daily Low
161.43
Daily High
162.79
52 Week Low
135.83 — 5 Aug 2024
52 Week High
162.27 — 14 Feb 2025
Top 10 Components
DEUTSCHE BANK | DE |
BARCLAYS | GB |
GRP SOCIETE GENERALE | FR |
STELLANTIS | IT |
VOLKSWAGEN PREF | DE |
SHELL | GB |
HEIDELBERG MATERIALS | DE |
STANDARD CHARTERED | GB |
Holcim | CH |
VODAFONE GRP | GB |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$708.98
-0.23
1Y Return
18.33%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€552.41
-1.34
1Y Return
12.19%
1Y Volatility
0.11%
STOXX® USA 500 - USD (Price Return)
$476.79
+0.17
1Y Return
23.05%
1Y Volatility
0.13%
STOXX® North America 600 - USD (Gross Return)
$577.76
+0.16
1Y Return
24.25%
1Y Volatility
0.13%
STOXX® Asia/Pacific 600 - USD (Gross Return)
$208.08
+1.57
1Y Return
8.31%
1Y Volatility
0.19%