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
SAXPSZGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260149
Last Value
306.76
+0.01 (+0.00%)
As of CET
Week to Week Change
0.14%
52 Week Change
37.99%
Year to Date Change
38.10%
Daily Low
306.76
Daily High
306.76
52 Week Low
216.11 — 13 Jan 2025
52 Week High
306.76 — 29 Dec 2025
Top 10 Components
| BCO SABADELL | ES |
| SANDOZ GROUP | CH |
| BANK OF IRELAND GROUP | IE |
| VAT GROUP AG | CH |
| WARTSILA | FI |
| EIFFAGE | FR |
| BE SEMICONDUCTOR | NL |
| JULIUS BAER GRP | CH |
| EDP (PT) | PT |
| UNITED UTILITIES GRP | GB |
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