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
SAXPSZGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260149
Last Value
222.25
+1.84 (+0.83%)
As of CET
Week to Week Change
2.15%
52 Week Change
4.43%
Year to Date Change
-1.48%
Daily Low
222.25
Daily High
222.25
52 Week Low
188.73 — 26 Oct 2023
52 Week High
229.97 — 27 Dec 2023
Top 10 Components
| UCB | BE |
| PRYSMIAN | IT |
| NOVONESIS | DK |
| VAT GROUP AG | CH |
| BE SEMICONDUCTOR | NL |
| EIFFAGE | FR |
| EDP ENERGIAS DE PORTUGAL | PT |
| ORLEN | PL |
| CARREFOUR | FR |
| GALP ENERGIA | PT |
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Low
High
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