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
SAXPEQUL
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0524921837
Last Value
168.54
+0.28 (+0.17%)
As of CET
Week to Week Change
-3.25%
52 Week Change
13.71%
Year to Date Change
10.82%
Daily Low
168.36
Daily High
169.56
52 Week Low
124.69 — 29 Sep 2022
52 Week High
180.65 — 31 Jul 2023
Top 10 Components
| NOVO NORDISK B | Health Care | DK |
| HERMES INTERNATIONAL | Consumer Products and Services | FR |
| PARTNERS GRP HLDG | Financial Services | CH |
| BP | Energy | GB |
| 3I GROUP PLC. | Financial Services | GB |
| ASML HLDG | Technology | NL |
| EQUINOR | Energy | NO |
| STMICROELECTRONICS | Technology | IT |
| KUEHNE + NAGEL | Industrial Goods and Services | CH |
| GEBERIT | Construction and Materials | CH |
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Low
High
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