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
SAXPESZL
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0524921688
Last Value
142.64
+1.77 (+1.26%)
As of CET
Week to Week Change
-0.56%
52 Week Change
22.48%
Year to Date Change
2.48%
Daily Low
141.76
Daily High
143.88
52 Week Low
111.6 — 12 Oct 2022
52 Week High
157.01 — 28 Jul 2023
Top 10 Components
| INTERCONTINENTAL HOTELS GRP | Travel and Leisure | GB |
| KERRY GRP | Food, Beverage and Tobacco | IE |
| BUNZL | Industrial Goods and Services | GB |
| HANNOVER RUECK | Insurance | DE |
| SANOFI | Health Care | FR |
| CENTRICA | Utilities | GB |
| UCB | Health Care | BE |
| VAT GROUP AG | Industrial Goods and Services | CH |
| EIFFAGE | Construction and Materials | FR |
| SODEXO | Travel and Leisure | FR |
Zoom
Low
High
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