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
SAXPVAL
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0512259133
Last Value
105.65
+1.04 (+0.99%)
As of CET
Week to Week Change
-0.89%
52 Week Change
13.36%
Year to Date Change
8.65%
Daily Low
104.61
Daily High
105.85
52 Week Low
78.8 — 12 Oct 2022
52 Week High
111.09 — 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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