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
SAXPMOL
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0512259679
Last Value
299.92
-10.07 (-3.25%)
As of CET
Week to Week Change
0.49%
52 Week Change
19.54%
Year to Date Change
15.15%
Daily Low
298.94
Daily High
311.08
52 Week Low
249.73 — 19 Apr 2024
52 Week High
313.5 — 6 Mar 2025
Top 10 Components
| RHEINMETALL | DE |
| ROLLS ROYCE HLDG | GB |
| UNICREDIT | IT |
| SIEMENS ENERGY | DE |
| UCB | BE |
| PUBLICIS GRP | FR |
| HERMES INTERNATIONAL | FR |
| NOVO NORDISK B | DK |
| NATWEST GROUP | GB |
| SWISS REINSURANCE COMPANY | CH |
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