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
SAXPMOGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259232
Bloomberg
SAXPMOGR INDEX
Last Value
738.38
-8.40 (-1.12%)
As of CET
Week to Week Change
0.81%
52 Week Change
17.73%
Year to Date Change
6.71%
Daily Low
738.38
Daily High
738.38
52 Week Low
624.8 — 25 Sep 2025
52 Week High
787.3 — 3 Jul 2026
Top 10 Components
| SIEMENS ENERGY | DE |
| GRP SOCIETE GENERALE | FR |
| ORLEN | PL |
| SANDVIK | SE |
| IMPERIAL BRANDS | GB |
| NATWEST GROUP | GB |
| ROLLS ROYCE HLDG | GB |
| BCO SANTANDER | ES |
| SANDOZ GROUP | CH |
| IBERDROLA | ES |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$901.84
+0.91
1Y Return
15.11%
1Y Volatility
0.12%
STOXX® Europe 600 - EUR (Price Return)
€642.78
+0.85
1Y Return
16.15%
1Y Volatility
0.12%
STOXX® USA 500 - USD (Price Return)
$597.94
+0.08
1Y Return
14.85%
1Y Volatility
0.13%
STOXX® North America 600 - USD (Gross Return)
$743.39
+11.07
1Y Return
16.60%
1Y Volatility
0.13%
STOXX® Asia/Pacific 600 - USD (Gross Return)
$291.56
+0.24
1Y Return
19.35%
1Y Volatility
0.18%