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
236.96
+0.01 (+0.00%)
As of CET
Week to Week Change
0.31%
52 Week Change
16.17%
Year to Date Change
4.76%
Daily Low
236.35
Daily High
239.76
52 Week Low
197.34 — 30 Oct 2023
52 Week High
239.51 — 21 Mar 2024
Top 10 Components
| NOVO NORDISK B | DK |
| 3I GROUP PLC. | GB |
| PARTNERS GRP HLDG | CH |
| ASML HLDG | NL |
| HERMES INTERNATIONAL | FR |
| BP | GB |
| SAFRAN | FR |
| KUEHNE + NAGEL | CH |
| STMICROELECTRONICS | IT |
| ADYEN | NL |
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Low
High
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