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
SAXPEQUV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524922108
Last Value
240.05
+2.86 (+1.21%)
As of
CETWeek to Week Change
2.16%
52 Week Change
15.61%
Year to Date Change
-0.53%
Daily Low
240.05
Daily High
240.05
52 Week Low
193.29 — 15 Mar 2023
52 Week High
246.03 — 27 Dec 2023
Top 10 Components
NOVO NORDISK B | DK |
3I GROUP PLC. | GB |
BP | GB |
HERMES INTERNATIONAL | FR |
PARTNERS GRP HLDG | CH |
ASML HLDG | NL |
TELEFONICA | ES |
STMICROELECTRONICS | IT |
ADYEN | NL |
KUEHNE + NAGEL | CH |
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Low
High
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