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
304.52
+0.67 (+0.22%)
As of CET
Week to Week Change
0.51%
52 Week Change
13.01%
Year to Date Change
3.97%
Daily Low
303.26
Daily High
305.32
52 Week Low
269.47 — 5 Sep 2025
52 Week High
317.19 — 25 Feb 2026
Top 10 Components
| REPSOL | ES |
| INVESTOR B | SE |
| SANDOZ GROUP | CH |
| ENGIE | FR |
| RWE | DE |
| PRYSMIAN | IT |
| ORLEN | PL |
| IMPERIAL BRANDS | GB |
| ORANGE | FR |
| NEXT | GB |
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High
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