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
SAGXMOGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259166
Bloomberg
SAGXMOGV INDEX
Last Value
305.04
+1.13 (+0.37%)
As of
CETWeek to Week Change
-2.26%
52 Week Change
21.49%
Year to Date Change
21.26%
Daily Low
305.04
Daily High
305.04
52 Week Low
248.61 — 3 Jan 2024
52 Week High
320.15 — 5 Dec 2024
Top 10 Components
Mitsubishi Heavy Industries Lt | JP |
SIEMENS ENERGY | DE |
ROLLS ROYCE HLDG | GB |
UNICREDIT | IT |
UCB | BE |
RHEINMETALL | DE |
Sumitomo Mitsui Financial Grou | JP |
PUBLICIS GRP | FR |
3I GROUP PLC. | GB |
PANDORA | DK |
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