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
SAXPMOP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0512259836
Last Value
409.19
+0.80 (+0.20%)
As of CET
Week to Week Change
2.17%
52 Week Change
25.58%
Year to Date Change
21.90%
Daily Low
406.17
Daily High
409.68
52 Week Low
301.8399 — 5 Aug 2024
52 Week High
409.19 — 21 May 2025
Top 10 Components
| SIEMENS ENERGY | DE |
| RHEINMETALL | DE |
| UNICREDIT | IT |
| IMPERIAL BRANDS | GB |
| ROLLS ROYCE HLDG | GB |
| UCB | BE |
| PUBLICIS GRP | FR |
| HERMES INTERNATIONAL | FR |
| NATWEST GROUP | GB |
| SWISS REINSURANCE COMPANY | CH |
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