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
SAXPMFGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260362
Bloomberg
SAXPMFGR INDEX
Last Value
365.49
+1.44 (+0.40%)
As of CET
Week to Week Change
-1.28%
52 Week Change
14.67%
Year to Date Change
11.23%
Daily Low
365.49
Daily High
365.49
52 Week Low
300.54 — 27 Oct 2023
52 Week High
372.88 — 3 Jun 2024
Top 10 Components
| 3I GROUP PLC. | GB |
| AHOLD DELHAIZE | NL |
| ENGIE | FR |
| STELLANTIS | IT |
| VOLKSWAGEN PREF | DE |
| ORANGE | FR |
| UNICREDIT | IT |
| NOVO NORDISK B | DK |
| GRP SOCIETE GENERALE | FR |
| BMW | DE |
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