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
SAXPEMOP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0524921860
Last Value
259.44
+2.99 (+1.17%)
As of CET
Week to Week Change
1.96%
52 Week Change
15.93%
Year to Date Change
9.04%
Daily Low
256.61
Daily High
260.05
52 Week Low
211.38 — 29 Sep 2022
52 Week High
260.33 — 31 Jul 2023
Top 10 Components
| UNICREDIT | Banks | IT |
| NOVO NORDISK B | Health Care | DK |
| HERMES INTERNATIONAL | Consumer Products and Services | FR |
| BCO BILBAO VIZCAYA ARGENTARIA | Banks | ES |
| FLUTTER ENTERTAINMENT | Travel and Leisure | IE |
| ASTRAZENECA | Health Care | GB |
| SHELL | Energy | GB |
| EDENRED | Industrial Goods and Services | FR |
| PUBLICIS GRP | Media | FR |
| HSBC | Banks | GB |
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Low
High
Featured indices
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