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
269.86
-0.27 (-0.10%)
As of CET
Week to Week Change
5.08%
52 Week Change
12.60%
Year to Date Change
9.73%
Daily Low
267.96
Daily High
270.25
52 Week Low
228.24 — 5 Aug 2024
52 Week High
285.82 — 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 |
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Low
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