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
SAXPMFP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0512260685
Last Value
322.98
+1.18 (+0.37%)
As of CET
Week to Week Change
1.35%
52 Week Change
30.25%
Year to Date Change
31.32%
Daily Low
322.09
Daily High
323.25
52 Week Low
240.9 — 20 Dec 2024
52 Week High
323.94 — 12 Nov 2025
Top 10 Components
| GRP SOCIETE GENERALE | FR |
| IMPERIAL BRANDS | GB |
| 3I GROUP PLC. | GB |
| HEIDELBERG MATERIALS | DE |
| AHOLD DELHAIZE | NL |
| SANDOZ GROUP | CH |
| ENGIE | FR |
| VOLKSWAGEN PREF | DE |
| REPSOL | ES |
| ORANGE | FR |
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