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
SAXPLRR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260842
Last Value
348.63
+4.98 (+1.45%)
As of CET
Week to Week Change
1.29%
52 Week Change
17.37%
Year to Date Change
7.25%
Daily Low
348.63
Daily High
348.63
52 Week Low
289.2 — 9 Apr 2025
52 Week High
353.38 — 27 Feb 2026
Top 10 Components
| DEUTSCHE BOERSE | DE |
| IBERDROLA | ES |
| ENI | IT |
| DANONE | FR |
| SAMPO | FI |
| NOVARTIS | CH |
| SVENSKA HANDELSBANKEN A | SE |
| SWISSCOM | CH |
| COMPASS GRP | GB |
| HALEON | GB |
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Low
High
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