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
SAXPVAR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259430
Last Value
348.79
+3.15 (+0.91%)
As of CET
Week to Week Change
0.72%
52 Week Change
28.11%
Year to Date Change
12.08%
Daily Low
348.79
Daily High
348.79
52 Week Low
271.2799 — 22 Sep 2025
52 Week High
351.75 — 8 Sep 2026
Top 10 Components
| BARCLAYS | GB |
| GRP SOCIETE GENERALE | FR |
| REPSOL | ES |
| 3I GROUP PLC. | GB |
| ARCELORMITTAL | FR |
| STANDARD CHARTERED | GB |
| SHELL | GB |
| CAP GEMINI | FR |
| BMW | DE |
| NN GROUP | NL |
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Low
High
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