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
293.6
-0.53 (-0.18%)
As of CET
Week to Week Change
-0.09%
52 Week Change
38.79%
Year to Date Change
1.32%
Daily Low
293.6
Daily High
293.6
52 Week Low
207.48 — 7 Apr 2025
52 Week High
294.13 — 15 Jan 2026
Top 10 Components
| BCO SABADELL | ES |
| VAT GROUP AG | CH |
| SANDOZ GROUP | CH |
| BANK OF IRELAND GROUP | IE |
| WARTSILA | FI |
| BE SEMICONDUCTOR | NL |
| JULIUS BAER GRP | CH |
| EIFFAGE | FR |
| EDP (PT) | PT |
| KGHM | PL |
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