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
SAXPQUP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0512259158
Last Value
231.67
+1.36 (+0.59%)
As of
CETWeek to Week Change
1.72%
52 Week Change
12.52%
Year to Date Change
2.42%
Daily Low
230.44
Daily High
232.09
52 Week Low
192.86 — 17 Mar 2023
52 Week High
231.67 — 9 Feb 2024
Top 10 Components
NOVO NORDISK B | DK |
3I GROUP PLC. | GB |
PARTNERS GRP HLDG | CH |
HERMES INTERNATIONAL | FR |
ASML HLDG | NL |
BP | GB |
SAFRAN | FR |
KUEHNE + NAGEL | CH |
STMICROELECTRONICS | IT |
ADYEN | NL |
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