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
SAXPMOR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259216
Last Value
688.62
-4.05 (-0.58%)
As of CET
Week to Week Change
-0.02%
52 Week Change
32.50%
Year to Date Change
6.65%
Daily Low
688.62
Daily High
688.62
52 Week Low
443.21 — 7 Apr 2025
52 Week High
696.12 — 25 Feb 2026
Top 10 Components
| SIEMENS ENERGY | DE |
| UNICREDIT | IT |
| GRP SOCIETE GENERALE | FR |
| IMPERIAL BRANDS | GB |
| RHEINMETALL | DE |
| IBERDROLA | ES |
| ROLLS ROYCE HLDG | GB |
| ORLEN | PL |
| NATWEST GROUP | GB |
| UCB | BE |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$806.11
+5.76
1Y Return
21.13%
1Y Volatility
0.14%
STOXX® Europe 600 - EUR (Price Return)
€605.89
+10.97
1Y Return
10.93%
1Y Volatility
0.14%
STOXX® USA 500 - USD (Price Return)
$522.65
+4.28
1Y Return
20.32%
1Y Volatility
0.19%
STOXX® North America 600 - USD (Gross Return)
$641.67
-12.41
1Y Return
21.52%
1Y Volatility
0.18%
STOXX® Asia/Pacific 600 - USD (Gross Return)
$259.66
-9.51
1Y Return
24.93%
1Y Volatility
0.20%