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
SAXPMFV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260222
Last Value
411.28
-4.24 (-1.02%)
As of CET
Week to Week Change
0.73%
52 Week Change
49.21%
Year to Date Change
53.11%
Daily Low
411.28
Daily High
411.28
52 Week Low
266.27 — 20 Dec 2024
52 Week High
415.52 — 11 Dec 2025
Top 10 Components
| GRP SOCIETE GENERALE | FR |
| IMPERIAL BRANDS | GB |
| 3I GROUP PLC. | GB |
| HEIDELBERG MATERIALS | DE |
| AHOLD DELHAIZE | NL |
| SANDOZ GROUP | CH |
| ENGIE | FR |
| VOLKSWAGEN PREF | DE |
| REPSOL | ES |
| ORANGE | FR |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$797.53
-6.27
1Y Return
14.83%
1Y Volatility
0.15%
STOXX® Europe 600 - EUR (Price Return)
€582.64
+4.40
1Y Return
12.95%
1Y Volatility
0.14%
STOXX® USA 500 - USD (Price Return)
$526.42
-5.97
1Y Return
11.53%
1Y Volatility
0.20%
STOXX® North America 600 - USD (Gross Return)
$647.18
-7.11
1Y Return
13.36%
1Y Volatility
0.19%
STOXX® Asia/Pacific 600 - USD (Gross Return)
$250.89
+3.43
1Y Return
24.02%
1Y Volatility
0.19%