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
SAXPSZV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260594
Last Value
286.02
+0.01 (+0.00%)
As of CET
Week to Week Change
0.23%
52 Week Change
36.97%
Year to Date Change
37.07%
Daily Low
286.02
Daily High
286.02
52 Week Low
202.98 — 13 Jan 2025
52 Week High
286.02 — 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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Low
High
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