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
SAXPVAGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259869
Last Value
220.44
-4.39 (-1.95%)
As of CET
Week to Week Change
4.39%
52 Week Change
21.01%
Year to Date Change
17.12%
Daily Low
220.44
Daily High
220.44
52 Week Low
181.36 — 6 Aug 2024
52 Week High
226.01 — 6 Mar 2025
Top 10 Components
| DEUTSCHE BANK | DE |
| GRP SOCIETE GENERALE | FR |
| BARCLAYS | GB |
| STELLANTIS | IT |
| HEIDELBERG MATERIALS | DE |
| VOLKSWAGEN PREF | DE |
| SHELL | GB |
| STANDARD CHARTERED | GB |
| VODAFONE GRP | GB |
| Holcim | CH |
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