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
SAXPMFP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0512260685
Last Value
216.86
+0.84 (+0.39%)
As of CET
Week to Week Change
-0.05%
52 Week Change
0.11%
Year to Date Change
6.64%
Daily Low
216.09
Daily High
217.57
52 Week Low
182.72 — 29 Sep 2022
52 Week High
220.31 — 30 May 2022
Top 10 Components
| AHOLD DELHAIZE | Personal Care, Drug and Grocery Stores | NL |
| ORANGE | Telecommunications | FR |
| 3I GROUP PLC. | Financial Services | GB |
| EQUINOR | Energy | NO |
| IMPERIAL BRANDS | Food, Beverage and Tobacco | GB |
| GRP SOCIETE GENERALE | Banks | FR |
| REPSOL | Energy | ES |
| UNICREDIT | Banks | IT |
| KUEHNE + NAGEL | Industrial Goods and Services | CH |
| NATWEST GROUP | Banks | GB |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$510.8
-4.62
1Y Return
0.31%
1Y Volatility
0.18%
STOXX® Europe 600
€455.1
+3.34
1Y Return
3.73%
1Y Volatility
0.15%
STOXX® USA 500
$320.9
-1.80
1Y Return
2.21%
1Y Volatility
0.21%
STOXX® North America 600
$382.2
-2.14
1Y Return
3.04%
1Y Volatility
0.21%
STOXX® Asia/Pacific 600
$170.72
-2.62
1Y Return
0.13%
1Y Volatility
0.17%