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
SAGXMOL
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512259422
Last Value
215.89
-0.04 (-0.02%)
As of CET
Week to Week Change
-0.21%
52 Week Change
28.83%
Year to Date Change
18.25%
Daily Low
215.37
Daily High
216.11
52 Week Low
165.09 — 10 Nov 2023
52 Week High
226.54 — 27 Sep 2024
Top 10 Components
| ROLLS ROYCE HLDG | GB |
| UNICREDIT | IT |
| SIEMENS ENERGY | DE |
| Mitsubishi Heavy Industries Lt | JP |
| UCB | BE |
| RHEINMETALL | DE |
| Disco Corp. | JP |
| PUBLICIS GRP | FR |
| HERMES INTERNATIONAL | FR |
| Sumitomo Mitsui Financial Grou | JP |
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