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
SAXPMOV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259299
Last Value
541.55
+1.25 (+0.23%)
As of CET
Week to Week Change
0.53%
52 Week Change
49.08%
Year to Date Change
54.44%
Daily Low
541.55
Daily High
541.55
52 Week Low
344.7 — 13 Jan 2025
52 Week High
543.76 — 12 Nov 2025
Top 10 Components
| SIEMENS ENERGY | DE |
| UNICREDIT | IT |
| IMPERIAL BRANDS | GB |
| GRP SOCIETE GENERALE | FR |
| RHEINMETALL | DE |
| NATWEST GROUP | GB |
| IBERDROLA | ES |
| UCB | BE |
| ROLLS ROYCE HLDG | GB |
| GALDERMA GROUP N | CH |
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