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 single and multi-factor indices are based on the respective STOXX country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SAXPLRGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260230
Bloomberg ID
BBG00RHCN6L3
Last Value
267.05
+0.37 (+0.14%)
As of CET
Week to Week Change
-0.47%
52 Week Change
16.05%
Year to Date Change
9.74%
Daily Low
267.05
Daily High
267.05
52 Week Low
226.72 — 12 Oct 2022
52 Week High
275.16 — 25 Apr 2023
Top 10 Components
| NESTLE | Food, Beverage and Tobacco | CH |
| BAE SYSTEMS | Industrial Goods and Services | GB |
| ORANGE | Telecommunications | FR |
| WOLTERS KLUWER | Media | NL |
| LONDON STOCK EXCHANGE | Financial Services | GB |
| DEUTSCHE BOERSE | Financial Services | DE |
| SWISSCOM | Telecommunications | CH |
| THALES | Industrial Goods and Services | FR |
| AHOLD DELHAIZE | Personal Care, Drug and Grocery Stores | NL |
| ROCHE HLDG P | Health Care | CH |
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Low
High
Featured indices
STOXX® Global 1800
$519.77
-0.34
1Y Return
19.85%
1Y Volatility
0.15%
STOXX® Europe 600
€450.22
+1.72
1Y Return
16.08%
1Y Volatility
0.13%
STOXX® USA 500
$329.75
-0.73
1Y Return
19.61%
1Y Volatility
0.17%
STOXX® North America 600
$394.65
-0.91
1Y Return
20.91%
1Y Volatility
0.17%
STOXX® Asia/Pacific 600
$173.8
-0.20
1Y Return
20.05%
1Y Volatility
0.15%