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
SAXPQUP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0512259158
Last Value
244.32
+1.82 (+0.75%)
As of CET
Week to Week Change
0.08%
52 Week Change
-0.90%
Year to Date Change
6.46%
Daily Low
243.04
Daily High
244.83
52 Week Low
200.74 — 9 Apr 2025
52 Week High
246.55 — 26 Feb 2025
Top 10 Components
| ASML HLDG | NL |
| 3I GROUP PLC. | GB |
| NOVO NORDISK B | DK |
| HERMES INTERNATIONAL | FR |
| KONE B | FI |
| PARTNERS GRP HLDG | CH |
| INVESTOR B | SE |
| GEBERIT | CH |
| ASM INTERNATIONAL | NL |
| SANDOZ GROUP | CH |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$804.37
-9.18
1Y Return
16.94%
1Y Volatility
0.15%
STOXX® Europe 600 - EUR (Price Return)
€604.83
-7.88
1Y Return
8.76%
1Y Volatility
0.14%
STOXX® USA 500 - USD (Price Return)
$523.12
-5.21
1Y Return
15.26%
1Y Volatility
0.19%
STOXX® North America 600 - USD (Gross Return)
$654.08
+5.37
1Y Return
18.73%
1Y Volatility
0.18%
STOXX® Asia/Pacific 600 - USD (Gross Return)
$268.73
+2.94
1Y Return
29.26%
1Y Volatility
0.20%