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
SAXPQUP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0512259158
Last Value
205.74
-0.27 (-0.13%)
As of CET
Week to Week Change
2.12%
52 Week Change
2.55%
Year to Date Change
8.32%
Daily Low
205.5
Daily High
206.69
52 Week Low
169.9 — 29 Sep 2022
52 Week High
207.7 — 22 May 2023
Top 10 Components
| NOVO NORDISK B | Health Care | DK |
| HERMES INTERNATIONAL | Consumer Products and Services | FR |
| ADYEN | Industrial Goods and Services | NL |
| 3I GROUP PLC. | Financial Services | GB |
| PARTNERS GRP HLDG | Financial Services | CH |
| EQUINOR | Energy | NO |
| KUEHNE + NAGEL | Industrial Goods and Services | CH |
| ASML HLDG | Technology | NL |
| ROCHE HLDG P | Health Care | CH |
| GEBERIT | Construction and Materials | CH |
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Low
High
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