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 ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SAXPEMOR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921498
Last Value
394.55
-3.56 (-0.89%)
As of
CETWeek to Week Change
0.88%
52 Week Change
21.73%
Year to Date Change
12.41%
Daily Low
394.55
Daily High
394.55
52 Week Low
313.73 — 31 May 2023
52 Week High
401.2 — 28 Mar 2024
Top 10 Components
UNICREDIT | IT |
NOVO NORDISK B | DK |
ASM INTERNATIONAL | NL |
BCO BILBAO VIZCAYA ARGENTARIA | ES |
HERMES INTERNATIONAL | FR |
PUBLICIS GRP | FR |
SCHNEIDER ELECTRIC | FR |
SHELL | GB |
SAGE GRP | GB |
HEIDELBERG MATERIALS | DE |
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