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
SAXPQUR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259083
Last Value
264.35
-4.60 (-1.71%)
As of CET
Week to Week Change
-2.54%
52 Week Change
18.20%
Year to Date Change
10.20%
Daily Low
264.35
Daily High
264.35
52 Week Low
213.86 — 29 Sep 2022
52 Week High
279.07 — 31 Jul 2023
Top 10 Components
| NOVO NORDISK B | Health Care | DK |
| PARTNERS GRP HLDG | Financial Services | CH |
| BP | Energy | GB |
| 3I GROUP PLC. | Financial Services | GB |
| HERMES INTERNATIONAL | Consumer Products and Services | FR |
| ASML HLDG | Technology | NL |
| STMICROELECTRONICS | Technology | IT |
| EQUINOR | Energy | NO |
| KUEHNE + NAGEL | Industrial Goods and Services | CH |
| ADYEN | Industrial Goods and Services | NL |
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Low
High
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