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
SAGXMOR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259364
Last Value
346.5
-0.42 (-0.12%)
As of CET
Week to Week Change
1.06%
52 Week Change
28.91%
Year to Date Change
19.96%
Daily Low
346.5
Daily High
346.5
52 Week Low
261.85 — 31 Oct 2023
52 Week High
360.04 — 11 Jul 2024
Top 10 Components
| ROLLS ROYCE HLDG | GB |
| UNICREDIT | IT |
| NOVO NORDISK B | DK |
| Disco Corp. | JP |
| Mitsubishi Heavy Industries Lt | JP |
| RHEINMETALL | DE |
| Mitsubishi UFJ Financial Group | JP |
| HERMES INTERNATIONAL | FR |
| PUBLICIS GRP | FR |
| BCO BILBAO VIZCAYA ARGENTARIA | ES |
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Low
High
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