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
SAXPMOGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259232
Bloomberg ID
BBG00RHCN6Z8
Last Value
346.47
-1.84 (-0.53%)
As of CET
Week to Week Change
-0.29%
52 Week Change
23.88%
Year to Date Change
11.55%
Daily Low
347.88
Daily High
347.88
52 Week Low
274.7 — 29 Sep 2022
52 Week High
352.29 — 14 Sep 2023
Top 10 Components
| NOVO NORDISK B | Health Care | DK |
| UNICREDIT | Banks | IT |
| BCO BILBAO VIZCAYA ARGENTARIA | Banks | ES |
| ROLLS ROYCE HLDG | Industrial Goods and Services | GB |
| BAE SYSTEMS | Industrial Goods and Services | GB |
| PUBLICIS GRP | Media | FR |
| FLUTTER ENTERTAINMENT | Travel and Leisure | IE |
| HERMES INTERNATIONAL | Consumer Products and Services | FR |
| ASML HLDG | Technology | NL |
| CENTRICA | Utilities | GB |
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Low
High
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