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
SAP1MOGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259307
Bloomberg
SAP1MOGV INDEX
Last Value
300.54
-1.68 (-0.56%)
As of CET
Week to Week Change
-0.80%
52 Week Change
23.44%
Year to Date Change
-0.80%
Daily Low
300.54
Daily High
300.54
52 Week Low
243.48 — 9 Jan 2024
52 Week High
318.27 — 3 Dec 2024
Top 10 Components
| Mitsubishi Heavy Industries Lt | JP |
| Hitachi Ltd. | JP |
| ANZ GROUP | AU |
| Asics Corp. | JP |
| Fujikura Ltd. | JP |
| Origin Energy Ltd. | AU |
| Westpac Banking Corp. | AU |
| Mitsubishi UFJ Financial Group | JP |
| XIAOMI | HK |
| PRO MEDICUS | AU |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor - EUR (Price Return)
€321.63
+3.40
1Y Return
9.77%
1Y Volatility
0.11%
STOXX® U.S. Equity Factor - EUR (Price Return)
€833.08
+12.79
1Y Return
33.70%
1Y Volatility
0.15%
STOXX® Global 1800 Ax Momentum - USD (Price Return)
$442.55
+0.01
1Y Return
42.49%
1Y Volatility
0.17%
STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
$435.74
+2.33
1Y Return
42.24%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size - EUR (Price Return)
€194.4
-0.88
1Y Return
1.50%
1Y Volatility
0.11%