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
SAXPSZP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0512260578
Last Value
188.68
+1.01 (+0.54%)
As of CET
Week to Week Change
1.64%
52 Week Change
-10.57%
Year to Date Change
7.83%
Daily Low
187.52
Daily High
188.69
52 Week Low
154.41 — 29 Sep 2022
52 Week High
214.69 — 2 Feb 2022
Top 10 Components
| EDENRED | Industrial Goods and Services | FR |
| INTERCONTINENTAL HOTELS GRP | Travel and Leisure | GB |
| BUNZL | Industrial Goods and Services | GB |
| NORSK HYDRO | Basic Resources | NO |
| ENTAIN | Travel and Leisure | GB |
| CARREFOUR | Personal Care, Drug and Grocery Stores | FR |
| NOVOZYMES | Health Care | DK |
| PRYSMIAN | Industrial Goods and Services | IT |
| JULIUS BAER GRP | Financial Services | CH |
| EIFFAGE | Construction and Materials | FR |
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Low
High
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