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
SAXPVAGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259869
Last Value
279.49
-4.24 (-1.49%)
As of CET
Week to Week Change
1.57%
52 Week Change
46.36%
Year to Date Change
48.50%
Daily Low
279.49
Daily High
279.49
52 Week Low
185.2 — 13 Jan 2025
52 Week High
283.73 — 13 Nov 2025
Top 10 Components
| GRP SOCIETE GENERALE | FR |
| BARCLAYS | GB |
| RWE | DE |
| STANDARD CHARTERED | GB |
| VOLKSWAGEN PREF | DE |
| STELLANTIS | IT |
| MERCEDES-BENZ GROUP | DE |
| REPSOL | ES |
| SHELL | GB |
| ARCELORMITTAL | LU |
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