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
SAXPSZGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260339
Bloomberg
SAXPSZGR INDEX
Last Value
373.87
+4.01 (+1.08%)
As of CET
Week to Week Change
1.56%
52 Week Change
22.78%
Year to Date Change
6.76%
Daily Low
373.87
Daily High
373.87
52 Week Low
266.29 — 9 Apr 2025
52 Week High
373.87 — 20 Feb 2026
Top 10 Components
| BCO SABADELL | ES |
| SANDOZ GROUP | CH |
| VAT GROUP AG | CH |
| WARTSILA | FI |
| BE SEMICONDUCTOR | NL |
| BANK OF IRELAND GROUP | IE |
| EIFFAGE | FR |
| JULIUS BAER GRP | CH |
| COCA-COLA HBC | GB |
| EDP (PT) | PT |
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Low
High
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