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
562.01
-3.47 (-0.61%)
As of CET
Week to Week Change
-0.37%
52 Week Change
19.05%
Year to Date Change
7.30%
Daily Low
562.01
Daily High
562.01
52 Week Low
471.71 — 1 Aug 2025
52 Week High
568.6 — 12 Jun 2026
Top 10 Components
| INVESTOR B | SE |
| REPSOL | ES |
| ENGIE | FR |
| IMPERIAL BRANDS | GB |
| RWE | DE |
| SANDOZ GROUP | CH |
| PRYSMIAN | IT |
| ORANGE | FR |
| AHOLD DELHAIZE | NL |
| ORLEN | PL |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$867.82
-0.42
1Y Return
15.52%
1Y Volatility
0.12%
STOXX® Europe 600 - EUR (Price Return)
€646.89
+2.27
1Y Return
17.54%
1Y Volatility
0.13%
STOXX® USA 500 - USD (Price Return)
$570.46
+0.69
1Y Return
14.48%
1Y Volatility
0.13%
STOXX® North America 600 - USD (Gross Return)
$709.21
-0.11
1Y Return
16.58%
1Y Volatility
0.13%
STOXX® Asia/Pacific 600 - USD (Gross Return)
$276.19
-5.67
1Y Return
20.45%
1Y Volatility
0.18%