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
493.68
-15.06 (-2.96%)
As of CET
Week to Week Change
-2.38%
52 Week Change
23.46%
Year to Date Change
9.24%
Daily Low
493.68
Daily High
493.68
52 Week Low
399.88 — 11 Mar 2024
52 Week High
519.73 — 3 Mar 2025
Top 10 Components
| SIEMENS ENERGY | DE |
| UNICREDIT | IT |
| RHEINMETALL | DE |
| IMPERIAL BRANDS | GB |
| ROLLS ROYCE HLDG | GB |
| UCB | BE |
| PUBLICIS GRP | FR |
| HERMES INTERNATIONAL | FR |
| NATWEST GROUP | GB |
| SWISS REINSURANCE COMPANY | CH |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$659.85
-0.35
1Y Return
8.36%
1Y Volatility
0.16%
STOXX® Europe 600 - EUR (Price Return)
€523.19
+2.74
1Y Return
2.92%
1Y Volatility
0.15%
STOXX® USA 500 - USD (Price Return)
$427.37
-1.72
1Y Return
8.32%
1Y Volatility
0.20%
STOXX® North America 600 - USD (Gross Return)
$523.54
+3.76
1Y Return
10.24%
1Y Volatility
0.19%
STOXX® Asia/Pacific 600 - USD (Gross Return)
$208.2
+0.50
1Y Return
9.64%
1Y Volatility
0.23%