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
SAXPQUGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259893
Last Value
250.57
-1.97 (-0.78%)
As of CET
Week to Week Change
-1.82%
52 Week Change
13.91%
Year to Date Change
-2.85%
Daily Low
250.57
Daily High
250.57
52 Week Low
206.68 — 15 Mar 2023
52 Week High
262.96 — 27 Dec 2023
Top 10 Components
| NOVO NORDISK B | DK |
| 3I GROUP PLC. | GB |
| PARTNERS GRP HLDG | CH |
| HERMES INTERNATIONAL | FR |
| BP | GB |
| ASML HLDG | NL |
| SAFRAN | FR |
| KUEHNE + NAGEL | CH |
| STMICROELECTRONICS | IT |
| ADYEN | NL |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$605.11
+0.01
1Y Return
17.14%
1Y Volatility
0.10%
STOXX® Europe 600
€505.61
-2.18
1Y Return
7.81%
1Y Volatility
0.10%
STOXX® USA 500
$391.26
-0.02
1Y Return
23.29%
1Y Volatility
0.12%
STOXX® North America 600
$471.09
+5.85
1Y Return
24.40%
1Y Volatility
0.12%
STOXX® Asia/Pacific 600
$190.71
+0.85
1Y Return
9.94%
1Y Volatility
0.14%