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
SAXPQUGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259968
Bloomberg ID
BBG00RHCN6Q8
Last Value
323.69
-1.96 (-0.60%)
As of CET
Week to Week Change
-0.96%
52 Week Change
16.07%
Year to Date Change
3.72%
Daily Low
323.69
Daily High
323.69
52 Week Low
271.26 — 30 Oct 2023
52 Week High
331.8 — 21 Mar 2024
Top 10 Components
| NOVO NORDISK B | DK |
| 3I GROUP PLC. | GB |
| PARTNERS GRP HLDG | CH |
| ASML HLDG | NL |
| BP | GB |
| HERMES INTERNATIONAL | FR |
| SAFRAN | FR |
| STMICROELECTRONICS | IT |
| KUEHNE + NAGEL | CH |
| GEBERIT | CH |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$600.88
+1.31
1Y Return
17.28%
1Y Volatility
0.10%
STOXX® Europe 600
€504.42
+0.11
1Y Return
9.40%
1Y Volatility
0.10%
STOXX® USA 500
$386.89
-1.39
1Y Return
22.52%
1Y Volatility
0.12%
STOXX® North America 600
$465.77
-1.58
1Y Return
23.66%
1Y Volatility
0.12%
STOXX® Asia/Pacific 600
$191.73
-1.39
1Y Return
10.54%
1Y Volatility
0.14%