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
SAXPMFGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260362
Bloomberg ID
BBG00RHCN740
Last Value
316.13
-2.05 (-0.64%)
As of CET
Week to Week Change
-0.37%
52 Week Change
18.80%
Year to Date Change
12.09%
Daily Low
316.13
Daily High
316.13
52 Week Low
251.91 — 29 Sep 2022
52 Week High
319.08 — 31 Jul 2023
Top 10 Components
| AHOLD DELHAIZE | Personal Care, Drug and Grocery Stores | NL |
| STELLANTIS | Automobiles and Parts | IT |
| EQUINOR | Energy | NO |
| 3I GROUP PLC. | Financial Services | GB |
| ORANGE | Telecommunications | FR |
| BMW | Automobiles and Parts | DE |
| UNICREDIT | Banks | IT |
| REPSOL | Energy | ES |
| IMPERIAL BRANDS | Food, Beverage and Tobacco | GB |
| KUEHNE + NAGEL | Industrial Goods and Services | CH |
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Low
High
Featured indices
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