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
SAXPMFR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260743
Last Value
423.53
-2.08 (-0.49%)
As of CET
Week to Week Change
-0.20%
52 Week Change
24.21%
Year to Date Change
22.34%
Daily Low
423.53
Daily High
423.53
52 Week Low
318.51 — 5 Aug 2024
52 Week High
425.68 — 26 May 2025
Top 10 Components
| 3I GROUP PLC. | GB |
| GRP SOCIETE GENERALE | FR |
| AHOLD DELHAIZE | NL |
| ENGIE | FR |
| IMPERIAL BRANDS | GB |
| HEIDELBERG MATERIALS | DE |
| UCB | BE |
| ORANGE | FR |
| VOLKSWAGEN PREF | DE |
| SANDOZ GROUP | CH |
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