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
357.8
+1.66 (+0.47%)
As of CET
Week to Week Change
0.14%
52 Week Change
13.30%
Year to Date Change
10.07%
Daily Low
357.8
Daily High
357.8
52 Week Low
310.31 — 25 Sep 2025
52 Week High
359.5299 — 17 Jul 2026
Top 10 Components
| DEUTSCHE BOERSE | DE |
| ASML HLDG | NL |
| IBERDROLA | ES |
| SAMPO | FI |
| NOVARTIS | CH |
| SVENSKA HANDELSBANKEN A | SE |
| HALEON | GB |
| MICHELIN | FR |
| SWISSCOM | CH |
| KONE B | FI |
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Low
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