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
SAXPMFGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260818
Last Value
498.1
+4.20 (+0.85%)
As of CET
Week to Week Change
1.74%
52 Week Change
51.45%
Year to Date Change
7.17%
Daily Low
498.1
Daily High
498.1
52 Week Low
314.26 — 7 Apr 2025
52 Week High
498.1 — 20 Feb 2026
Top 10 Components
| GRP SOCIETE GENERALE | FR |
| IMPERIAL BRANDS | GB |
| AHOLD DELHAIZE | NL |
| ENGIE | FR |
| 3I GROUP PLC. | GB |
| SANDOZ GROUP | CH |
| ORANGE | FR |
| REPSOL | ES |
| RWE | DE |
| NEXT | GB |
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High
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