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
SAXPMOGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259232
Bloomberg
SAXPMOGR INDEX
Last Value
603.66
+2.75 (+0.46%)
As of CET
Week to Week Change
0.41%
52 Week Change
30.71%
Year to Date Change
25.28%
Daily Low
603.66
Daily High
603.66
52 Week Low
430.32 — 5 Aug 2024
52 Week High
603.66 — 3 Jun 2025
Top 10 Components
| SIEMENS ENERGY | DE |
| UNICREDIT | IT |
| RHEINMETALL | DE |
| IMPERIAL BRANDS | GB |
| ROLLS ROYCE HLDG | GB |
| UCB | BE |
| PUBLICIS GRP | FR |
| NATWEST GROUP | GB |
| HERMES INTERNATIONAL | FR |
| KONGSBERG GRUPPEN | NO |
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