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
SAXPMFR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260743
Last Value
305.09
-2.34 (-0.76%)
As of CET
Week to Week Change
-1.46%
52 Week Change
11.15%
Year to Date Change
-0.46%
Daily Low
305.09
Daily High
305.09
52 Week Low
268.57 — 17 Mar 2023
52 Week High
309.9 — 4 Jan 2024
Top 10 Components
| 3I GROUP PLC. | GB |
| STELLANTIS | IT |
| AHOLD DELHAIZE | NL |
| BMW | DE |
| ORANGE | FR |
| ENGIE | FR |
| EQUINOR | NO |
| GRP SOCIETE GENERALE | FR |
| NOVO NORDISK B | DK |
| UNICREDIT | IT |
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Low
High
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