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
490.88
-0.98 (-0.20%)
As of CET
Week to Week Change
0.07%
52 Week Change
14.29%
Year to Date Change
5.61%
Daily Low
490.88
Daily High
490.88
52 Week Low
426.6 — 21 Nov 2025
52 Week High
504.48 — 25 Feb 2026
Top 10 Components
| REPSOL | ES |
| INVESTOR B | SE |
| SANDOZ GROUP | CH |
| RWE | DE |
| ENGIE | FR |
| ORANGE | FR |
| IMPERIAL BRANDS | GB |
| PRYSMIAN | IT |
| ORLEN | PL |
| AHOLD DELHAIZE | NL |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$901.44
+0.51
1Y Return
15.06%
1Y Volatility
0.12%
STOXX® Europe 600 - EUR (Price Return)
€642.78
+0.85
1Y Return
15.83%
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%