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
184.48
+1.63 (+0.89%)
As of CET
Week to Week Change
-1.62%
52 Week Change
-4.95%
Year to Date Change
5.43%
Daily Low
182.66
Daily High
184.85
52 Week Low
154.41 — 29 Sep 2022
52 Week High
196.5 — 30 May 2022
Top 10 Components
| EDENRED | Industrial Goods and Services | FR |
| BUNZL | Industrial Goods and Services | GB |
| INTERCONTINENTAL HOTELS GRP | Travel and Leisure | GB |
| CARREFOUR | Personal Care, Drug and Grocery Stores | FR |
| NOVOZYMES | Health Care | DK |
| EIFFAGE | Construction and Materials | FR |
| JULIUS BAER GRP | Financial Services | CH |
| ENTAIN | Travel and Leisure | GB |
| PRYSMIAN | Industrial Goods and Services | IT |
| SODEXO | Travel and Leisure | FR |
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Low
High
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