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
SAGXMOGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259166
Bloomberg
SAGXMOGV INDEX
Last Value
440.57
-0.96 (-0.22%)
As of CET
Week to Week Change
-1.02%
52 Week Change
45.34%
Year to Date Change
44.04%
Daily Low
440.57
Daily High
440.57
52 Week Low
300.79 — 20 Nov 2024
52 Week High
449.87 — 8 Oct 2025
Top 10 Components
| SIEMENS ENERGY | DE |
| GRP SOCIETE GENERALE | FR |
| RHEINMETALL | DE |
| ROLLS ROYCE HLDG | GB |
| UNICREDIT | IT |
| Fujikura Ltd. | JP |
| BCO BILBAO VIZCAYA ARGENTARIA | ES |
| XIAOMI | HK |
| Mitsubishi Heavy Industries Lt | JP |
| IMPERIAL BRANDS | GB |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$797.53
-6.27
1Y Return
15.05%
1Y Volatility
0.15%
STOXX® Europe 600 - EUR (Price Return)
€578.24
-3.10
1Y Return
12.10%
1Y Volatility
0.14%
STOXX® USA 500 - USD (Price Return)
$526.42
-5.97
1Y Return
11.92%
1Y Volatility
0.20%
STOXX® Global Total Market - USD (Gross Return)
$411.54
-2.63
1Y Return
18.23%
1Y Volatility
0.14%
STOXX® World AC All Cap - USD (Gross Return)
$13129.46
-78.51
1Y Return
18.34%
1Y Volatility
0.14%