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
SAGXMOGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259844
Last Value
362.46
+0.92 (+0.25%)
As of CET
Week to Week Change
0.99%
52 Week Change
29.51%
Year to Date Change
19.08%
Daily Low
362.46
Daily High
362.46
52 Week Low
273.11 — 31 May 2023
52 Week High
363.36 — 28 Mar 2024
Top 10 Components
| UNICREDIT | IT |
| ROLLS ROYCE HLDG | GB |
| NOVO NORDISK B | DK |
| Disco Corp. | JP |
| BCO BILBAO VIZCAYA ARGENTARIA | ES |
| RHEINMETALL | DE |
| HERMES INTERNATIONAL | FR |
| PUBLICIS GRP | FR |
| Mitsubishi UFJ Financial Group | JP |
| Cameco Corp. | CA |
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Low
High
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