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
SAXPEVAV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921902
Last Value
145.78
-0.64 (-0.44%)
As of CET
Week to Week Change
-0.28%
52 Week Change
35.57%
Year to Date Change
11.92%
Daily Low
141.02
Daily High
141.02
52 Week Low
105.26 — 12 Oct 2022
52 Week High
153.23 — 31 Jul 2023
Top 10 Components
| STELLANTIS | Automobiles and Parts | IT |
| BARCLAYS | Banks | GB |
| 3I GROUP PLC. | Financial Services | GB |
| VODAFONE GRP | Telecommunications | GB |
| DEUTSCHE BANK | Banks | DE |
| STANDARD CHARTERED | Banks | GB |
| SHELL | Energy | GB |
| SANOFI | Health Care | FR |
| Holcim | Construction and Materials | CH |
| EQUINOR | Energy | NO |
Zoom
Low
High
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