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
SAXPSZL
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0512260545
Last Value
205.98
-1.72 (-0.83%)
As of CET
Week to Week Change
-1.51%
52 Week Change
18.78%
Year to Date Change
-0.78%
Daily Low
201.87
Daily High
206.42
52 Week Low
152.3899 — 7 Apr 2025
52 Week High
223.46 — 25 Feb 2026
Top 10 Components
| VAT GROUP AG | CH |
| BCO SABADELL | ES |
| SANDOZ GROUP | CH |
| WARTSILA | FI |
| BE SEMICONDUCTOR | NL |
| BANK OF IRELAND GROUP | IE |
| EIFFAGE | FR |
| NESTE | FI |
| EDP (PT) | PT |
| COCA-COLA HBC | GB |
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Low
High
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