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
SAXPMOGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259992
Last Value
615.24
+7.66 (+1.26%)
As of CET
Week to Week Change
-0.34%
52 Week Change
10.41%
Year to Date Change
0.19%
Daily Low
615.24
Daily High
615.24
52 Week Low
550.9299 — 21 Nov 2025
52 Week High
681.01 — 17 Jun 2026
Top 10 Components
| GRP SOCIETE GENERALE | FR |
| SIEMENS ENERGY | DE |
| SANDOZ GROUP | CH |
| ORLEN | PL |
| SANDVIK | SE |
| IBERDROLA | ES |
| NATWEST GROUP | GB |
| ROLLS ROYCE HLDG | GB |
| BCO SANTANDER | ES |
| NOKIA | FI |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$882.46
-3.30
1Y Return
11.81%
1Y Volatility
0.12%
STOXX® Europe 600 - EUR (Price Return)
€635.77
-1.97
1Y Return
10.68%
1Y Volatility
0.13%
STOXX® USA 500 - USD (Price Return)
$586.56
-2.02
1Y Return
12.03%
1Y Volatility
0.13%
STOXX® North America 600 - USD (Gross Return)
$734.4
-9.38
1Y Return
14.57%
1Y Volatility
0.13%
STOXX® Asia/Pacific 600 - USD (Gross Return)
$285.83
-2.32
1Y Return
16.32%
1Y Volatility
0.18%