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
247.59
-4.18 (-1.66%)
As of CET
Week to Week Change
1.40%
52 Week Change
21.28%
Year to Date Change
11.03%
Daily Low
247.59
Daily High
247.59
52 Week Low
201.56 — 5 Aug 2024
52 Week High
254.3 — 6 Mar 2025
Top 10 Components
| GRP SOCIETE GENERALE | FR |
| BARCLAYS | GB |
| DEUTSCHE BANK | DE |
| STELLANTIS | IT |
| VOLKSWAGEN PREF | DE |
| SHELL | GB |
| STANDARD CHARTERED | GB |
| VODAFONE GRP | GB |
| Holcim | CH |
| HEIDELBERG MATERIALS | DE |
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