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
246.47
+4.39 (+1.81%)
As of CET
Week to Week Change
3.31%
52 Week Change
16.22%
Year to Date Change
18.12%
Daily Low
246.47
Daily High
246.47
52 Week Low
202.98 — 13 Jan 2025
52 Week High
246.47 — 2 May 2025
Top 10 Components
| BCO SABADELL | ES |
| SAAB B | SE |
| KONGSBERG GRUPPEN | NO |
| EIFFAGE | FR |
| AGEAS | BE |
| ORLEN | PL |
| BANK OF IRELAND GROUP | IE |
| COCA-COLA HBC | GB |
| VAT GROUP AG | CH |
| AUTO TRADER GROUP | GB |
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Low
High
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