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
SAXPVAGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259869
Last Value
164.18
-0.63 (-0.38%)
As of CET
Week to Week Change
-0.18%
52 Week Change
37.54%
Year to Date Change
12.97%
Daily Low
164.48
Daily High
164.48
52 Week Low
117.24 — 12 Oct 2022
52 Week High
172.1699 — 31 Jul 2023
Top 10 Components
| STELLANTIS | Automobiles and Parts | IT |
| BARCLAYS | Banks | GB |
| SANOFI | Health Care | FR |
| 3I GROUP PLC. | Financial Services | GB |
| VODAFONE GRP | Telecommunications | GB |
| DEUTSCHE BANK | Banks | DE |
| SHELL | Energy | GB |
| STANDARD CHARTERED | Banks | GB |
| Holcim | Construction and Materials | CH |
| BMW | Automobiles and Parts | DE |
Zoom
Low
High
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