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
SAXPMOV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259299
Last Value
420.81
+9.19 (+2.23%)
As of CET
Week to Week Change
13.62%
52 Week Change
27.06%
Year to Date Change
20.01%
Daily Low
420.81
Daily High
420.81
52 Week Low
329.72 — 19 Apr 2024
52 Week High
434.62 — 18 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)
$660.2
+3.93
1Y Return
8.42%
1Y Volatility
0.16%
STOXX® Europe 600 - EUR (Price Return)
€520.45
+1.84
1Y Return
2.38%
1Y Volatility
0.15%
STOXX® USA 500 - USD (Price Return)
$429.09
+3.29
1Y Return
8.76%
1Y Volatility
0.20%
STOXX® North America 600 - USD (Gross Return)
$519.78
+10.39
1Y Return
10.81%
1Y Volatility
0.19%
STOXX® Asia/Pacific 600 - USD (Gross Return)
$208.2
+0.50
1Y Return
9.64%
1Y Volatility
0.23%