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
SAXPMOV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259299
Last Value
346.6
+0.96 (+0.28%)
As of
CETWeek to Week Change
0.29%
52 Week Change
38.56%
Year to Date Change
18.14%
Daily Low
346.6
Daily High
346.6
52 Week Low
246.9 — 31 May 2023
52 Week High
347.05 — 26 Mar 2024
Top 10 Components
ROLLS ROYCE HLDG | GB |
UNICREDIT | IT |
NOVO NORDISK B | DK |
BCO BILBAO VIZCAYA ARGENTARIA | ES |
ASM INTERNATIONAL | NL |
PUBLICIS GRP | FR |
RHEINMETALL | DE |
HERMES INTERNATIONAL | FR |
ASML HLDG | NL |
BAE SYSTEMS | GB |
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Low
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