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
SAXPMFL
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0512260537
Last Value
312.36
+4.89 (+1.59%)
As of CET
Week to Week Change
1.87%
52 Week Change
50.65%
Year to Date Change
6.64%
Daily Low
308.21
Daily High
312.76
52 Week Low
205.09 — 7 Apr 2025
52 Week High
312.76 — 9 Feb 2026
Top 10 Components
| GRP SOCIETE GENERALE | FR |
| IMPERIAL BRANDS | GB |
| 3I GROUP PLC. | GB |
| ENGIE | FR |
| AHOLD DELHAIZE | NL |
| ORANGE | FR |
| SANDOZ GROUP | CH |
| HEIDELBERG MATERIALS | DE |
| RWE | DE |
| REPSOL | ES |
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Low
High
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