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
22:30-22:30 CET
ISIN
CH0512259364
Last Value
530.49
-12.32 (-2.27%)
As of CET
Week to Week Change
-2.76%
52 Week Change
11.80%
Year to Date Change
7.52%
Daily Low
530.49
Daily High
530.49
52 Week Low
462.92 — 21 Nov 2025
52 Week High
577.4299 — 22 Jun 2026
Top 10 Components
| PANASONIC HOLDINGS | JP |
| Toyota Tsusho Corp. | JP |
| RECRUIT HOLDINGS | JP |
| UNICREDIT | IT |
| BCO BILBAO VIZCAYA ARGENTARIA | ES |
| GRP SOCIETE GENERALE | FR |
| ROLLS ROYCE HLDG | GB |
| ORLEN | PL |
| REPSOL | ES |
| Murata Manufacturing Co. Ltd. | JP |
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