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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
294.2
-1.96 (-0.66%)
As of CET
Week to Week Change
0.38%
52 Week Change
18.32%
Year to Date Change
19.62%
Daily Low
289.71
Daily High
296.79
52 Week Low
228.24 — 5 Aug 2024
52 Week High
296.74 — 21 May 2025
Top 10 Components
| 3I GROUP PLC. | GB |
| GRP SOCIETE GENERALE | FR |
| AHOLD DELHAIZE | NL |
| ENGIE | FR |
| IMPERIAL BRANDS | GB |
| HEIDELBERG MATERIALS | DE |
| UCB | BE |
| ORANGE | FR |
| VOLKSWAGEN PREF | DE |
| SANDOZ GROUP | CH |
Zoom
294.21
Low
295.57
High
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