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
SAXPMFP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0512260685
Last Value
241.12
+0.59 (+0.25%)
As of
CETWeek to Week Change
1.49%
52 Week Change
15.11%
Year to Date Change
6.57%
Daily Low
240.29
Daily High
241.49
52 Week Low
205.86 — 24 Mar 2023
52 Week High
241.12 — 22 Mar 2024
Top 10 Components
STELLANTIS | IT |
3I GROUP PLC. | GB |
AHOLD DELHAIZE | NL |
BMW | DE |
ORANGE | FR |
ENGIE | FR |
EQUINOR | NO |
GRP SOCIETE GENERALE | FR |
NOVO NORDISK B | DK |
UNICREDIT | IT |
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Low
High
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