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
SAXPLRGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260230
Bloomberg
SAXPLRGR INDEX
Last Value
358.01
+1.46 (+0.41%)
As of CET
Week to Week Change
0.56%
52 Week Change
6.53%
Year to Date Change
0.57%
Daily Low
358.01
Daily High
358.01
52 Week Low
314.83 — 9 Apr 2025
52 Week High
361.87 — 21 May 2025
Top 10 Components
| DEUTSCHE BOERSE | DE |
| ORANGE | FR |
| ENI | IT |
| SHELL | GB |
| DANONE | FR |
| SVENSKA HANDELSBANKEN A | SE |
| NOVARTIS | CH |
| SAMPO | FI |
| HALEON | GB |
| SWISSCOM | CH |
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Low
High
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