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
330.02
-14.88 (-4.31%)
As of CET
Week to Week Change
-4.90%
52 Week Change
12.81%
Year to Date Change
13.58%
Daily Low
330.02
Daily High
330.02
52 Week Low
280.07 — 16 Apr 2024
52 Week High
360.13 — 18 Mar 2025
Top 10 Components
| 3I GROUP PLC. | GB |
| AHOLD DELHAIZE | NL |
| IMPERIAL BRANDS | GB |
| GRP SOCIETE GENERALE | FR |
| ENGIE | FR |
| HEIDELBERG MATERIALS | DE |
| ORANGE | FR |
| VOLKSWAGEN PREF | DE |
| UCB | BE |
| BCO SABADELL | ES |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$634.05
+1.33
1Y Return
6.07%
1Y Volatility
0.15%
STOXX® Europe 600 - EUR (Price Return)
€506.42
-0.67
1Y Return
0.82%
1Y Volatility
0.15%
STOXX® USA 500 - USD (Price Return)
$409.58
+0.77
1Y Return
6.01%
1Y Volatility
0.20%
STOXX® North America 600 - USD (Gross Return)
$500.31
+1.06
1Y Return
8.46%
1Y Volatility
0.19%
STOXX® Asia/Pacific 600 - USD (Gross Return)
$202.66
+2.60
1Y Return
6.74%
1Y Volatility
0.23%