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
322.84
-0.53 (-0.16%)
As of CET
Week to Week Change
0.39%
52 Week Change
12.44%
Year to Date Change
12.77%
Daily Low
322.84
Daily High
322.84
52 Week Low
266.29 — 9 Apr 2025
52 Week High
323.37 — 11 Jun 2025
Top 10 Components
| BCO SABADELL | ES |
| KONGSBERG GRUPPEN | NO |
| SAAB B | SE |
| EIFFAGE | FR |
| ORLEN | PL |
| AGEAS | BE |
| BANK OF IRELAND GROUP | IE |
| VAT GROUP AG | CH |
| SANDOZ GROUP | CH |
| COCA-COLA HBC | GB |
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Low
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