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
SAXPESZZ
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921829
Last Value
209.19
-0.90 (-0.43%)
As of CET
Week to Week Change
-1.22%
52 Week Change
7.30%
Year to Date Change
10.75%
Daily Low
201.61
Daily High
201.61
52 Week Low
150.8 — 29 Sep 2022
52 Week High
218.16 — 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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