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
SAXPEMOV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524922025
Last Value
269.46
-0.94 (-0.35%)
As of CET
Week to Week Change
0.45%
52 Week Change
24.49%
Year to Date Change
11.48%
Daily Low
206
Daily High
206
52 Week Low
195.84 — 27 Sep 2022
52 Week High
279.16 — 31 Jul 2023
Top 10 Components
| UNICREDIT | Banks | IT |
| NOVO NORDISK B | Health Care | DK |
| HERMES INTERNATIONAL | Consumer Products and Services | FR |
| BCO BILBAO VIZCAYA ARGENTARIA | Banks | ES |
| FLUTTER ENTERTAINMENT | Travel and Leisure | IE |
| ASTRAZENECA | Health Care | GB |
| SHELL | Energy | GB |
| EDENRED | Industrial Goods and Services | FR |
| PUBLICIS GRP | Media | FR |
| HSBC | Banks | GB |
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Low
High
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