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
22:30-22:30 CET
ISIN
CH0512259844
Last Value
586.88
-2.03 (-0.34%)
As of CET
Week to Week Change
1.98%
52 Week Change
23.72%
Year to Date Change
11.73%
Daily Low
586.88
Daily High
586.88
52 Week Low
474.38 — 28 Jul 2025
52 Week High
616.79 — 22 Jun 2026
Top 10 Components
| GRP SOCIETE GENERALE | FR |
| SIEMENS ENERGY | DE |
| UNICREDIT | IT |
| Fujikura Ltd. | JP |
| Toyota Tsusho Corp. | JP |
| BCO BILBAO VIZCAYA ARGENTARIA | ES |
| ROLLS ROYCE HLDG | GB |
| ORLEN | PL |
| Murata Manufacturing Co. Ltd. | JP |
| Bombardier Inc. Cl B SV | CA |
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Low
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