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
516.81
+1.35 (+0.26%)
As of CET
Week to Week Change
1.77%
52 Week Change
40.49%
Year to Date Change
38.00%
Daily Low
516.81
Daily High
516.81
52 Week Low
367.87 — 23 Dec 2024
52 Week High
515.46 — 22 Dec 2025
Top 10 Components
| GRP SOCIETE GENERALE | FR |
| 3I GROUP PLC. | GB |
| IMPERIAL BRANDS | GB |
| HEIDELBERG MATERIALS | DE |
| AHOLD DELHAIZE | NL |
| ENGIE | FR |
| SANDOZ GROUP | CH |
| ORANGE | FR |
| VOLKSWAGEN PREF | DE |
| REPSOL | ES |
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