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
SAXPMOL
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0512259679
Last Value
201.12
-1.10 (-0.54%)
As of CET
Week to Week Change
-0.45%
52 Week Change
31.34%
Year to Date Change
8.12%
Daily Low
200.27
Daily High
202.14
52 Week Low
150.5 — 27 Sep 2022
52 Week High
210.9 — 10 Aug 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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