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
SAXPVAV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259091
Last Value
301.15
+1.09 (+0.36%)
As of CET
Week to Week Change
-0.47%
52 Week Change
24.05%
Year to Date Change
9.05%
Daily Low
301.15
Daily High
301.15
52 Week Low
239.76 — 25 Sep 2025
52 Week High
308.93 — 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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