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
SAXPEQUP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0524921654
Last Value
241
+0.15 (+0.06%)
As of
CETWeek to Week Change
1.03%
52 Week Change
21.90%
Year to Date Change
5.69%
Daily Low
239.98
Daily High
241.37
52 Week Low
196.66 — 28 Mar 2023
52 Week High
242.11 — 21 Mar 2024
Top 10 Components
NOVO NORDISK B | DK |
3I GROUP PLC. | GB |
HERMES INTERNATIONAL | FR |
BP | GB |
PARTNERS GRP HLDG | CH |
ASML HLDG | NL |
ADYEN | NL |
STMICROELECTRONICS | IT |
TELEFONICA | ES |
KUEHNE + NAGEL | CH |
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