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
SAXPSZP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0512260578
Last Value
230.11
-0.12 (-0.05%)
As of CET
Week to Week Change
1.46%
52 Week Change
17.49%
Year to Date Change
16.01%
Daily Low
229.75
Daily High
230.5
52 Week Low
183.45 — 9 Apr 2025
52 Week High
230.36 — 23 Dec 2025
Top 10 Components
| BCO SABADELL | ES |
| BANK OF IRELAND GROUP | IE |
| SANDOZ GROUP | CH |
| ORLEN | PL |
| WARTSILA | FI |
| VAT GROUP AG | CH |
| EIFFAGE | FR |
| JULIUS BAER GRP | CH |
| BE SEMICONDUCTOR | NL |
| EDP (PT) | PT |
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