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
SAXPQUV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259281
Last Value
240.4
-1.18 (-0.49%)
As of CET
Week to Week Change
2.86%
52 Week Change
26.43%
Year to Date Change
24.33%
Daily Low
240.4
Daily High
240.4
52 Week Low
190.15 — 19 Dec 2022
52 Week High
241.58 — 14 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 |
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Low
High
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