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Indices

STOXX® Europe 600 Ax Multi-Factor

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.

Symbol
SAXPMFP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0512260685
Last Value
209.94 -0.54 (-0.26%)
As of 05:50 pm CET
Week to Week Change
0.76%
52 Week Change
-16.22%
Year to Date Change
-20.73%
Daily Low
208.42
Daily High
210.64
52 Week Low
182.7229 Sep 2022
52 Week High
267.185 Jan 2022

Top 10 Components

INVESTOR B Financial Services SE
EQUINOR Energy NO
AHOLD DELHAIZE Personal Care, Drug and Grocery Stores NL
IMPERIAL BRANDS Food, Beverage and Tobacco GB
ORANGE Telecommunications FR
GEBERIT Construction and Materials CH
3I GROUP PLC. Financial Services GB
NATWEST GROUP Banks GB
KUEHNE + NAGEL Industrial Goods and Services CH
ARCELORMITTAL Basic Resources LU
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