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
SAXPSZGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260339
Bloomberg
SAXPSZGR INDEX
Last Value
387.21
-1.18 (-0.30%)
As of CET
Week to Week Change
-0.03%
52 Week Change
17.75%
Year to Date Change
10.57%
Daily Low
386.29
Daily High
386.29
52 Week Low
321.75 — 2 Sep 2025
52 Week High
390.67 — 3 Jul 2026
Top 10 Components
| VAT GROUP AG | CH |
| SANDOZ GROUP | CH |
| BANK OF IRELAND GROUP | IE |
| NESTE | FI |
| JULIUS BAER GRP | CH |
| COCA-COLA HBC | GB |
| EIFFAGE | FR |
| UNITED UTILITIES GRP | GB |
| WARTSILA | FI |
| SYMRISE | DE |
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