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
SAXPVAP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0512259059
Last Value
123.67
+1.00 (+0.82%)
As of CET
Week to Week Change
-0.98%
52 Week Change
-6.49%
Year to Date Change
2.50%
Daily Low
122.84
Daily High
124.04
52 Week Low
106.99 — 29 Sep 2022
52 Week High
133.26 — 6 Jun 2022
Top 10 Components
| STELLANTIS | Automobiles and Parts | IT |
| BARCLAYS | Banks | GB |
| SANOFI | Health Care | FR |
| NOVARTIS | Health Care | CH |
| SHELL | Energy | GB |
| 3I GROUP PLC. | Financial Services | GB |
| TELEFONICA | Telecommunications | ES |
| BMW | Automobiles and Parts | DE |
| DEUTSCHE BANK | Banks | DE |
| GRP SOCIETE GENERALE | Banks | FR |
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Low
High
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