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
SAXPMOP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0512259836
Last Value
320.54
-1.43 (-0.44%)
As of CET
Week to Week Change
0.08%
52 Week Change
32.18%
Year to Date Change
18.66%
Daily Low
317.28
Daily High
320.7
52 Week Low
235.44 — 31 May 2023
52 Week High
322.8 — 28 Mar 2024
Top 10 Components
| ROLLS ROYCE HLDG | GB |
| UNICREDIT | IT |
| NOVO NORDISK B | DK |
| ASM INTERNATIONAL | NL |
| BCO BILBAO VIZCAYA ARGENTARIA | ES |
| RHEINMETALL | DE |
| PUBLICIS GRP | FR |
| HERMES INTERNATIONAL | FR |
| ASML HLDG | NL |
| BAE SYSTEMS | GB |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$596.06
-1.48
1Y Return
15.10%
1Y Volatility
0.10%
STOXX® Europe 600
€498.95
-0.75
1Y Return
6.58%
1Y Volatility
0.10%
STOXX® USA 500
$386.63
-0.98
1Y Return
21.21%
1Y Volatility
0.12%
STOXX® North America 600
$466.27
-2.80
1Y Return
22.47%
1Y Volatility
0.12%
STOXX® Asia/Pacific 600
$190.47
+1.04
1Y Return
9.28%
1Y Volatility
0.14%