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
SAXPMOR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259216
Last Value
680.44
-9.15 (-1.33%)
As of CET
Week to Week Change
-1.22%
52 Week Change
38.47%
Year to Date Change
5.39%
Daily Low
680.44
Daily High
680.44
52 Week Low
491.4 — 22 Apr 2025
52 Week High
698.92 — 17 Apr 2026
Top 10 Components
| SIEMENS ENERGY | DE |
| UNICREDIT | IT |
| GRP SOCIETE GENERALE | FR |
| IMPERIAL BRANDS | GB |
| SANDVIK | SE |
| SANDOZ GROUP | CH |
| ORLEN | PL |
| WARTSILA | FI |
| ANTOFAGASTA | GB |
| IBERDROLA | ES |
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