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
482.23
-1.66 (-0.34%)
As of CET
Week to Week Change
-1.20%
52 Week Change
52.50%
Year to Date Change
3.46%
Daily Low
482.23
Daily High
482.23
52 Week Low
312.31 — 9 Apr 2025
52 Week High
523.5 — 27 Feb 2026
Top 10 Components
| SIEMENS ENERGY | DE |
| Fujikura Ltd. | JP |
| GRP SOCIETE GENERALE | FR |
| CELESTICA | CA |
| ROLLS ROYCE HLDG | GB |
| Toyota Tsusho Corp. | JP |
| UNICREDIT | IT |
| BCO BILBAO VIZCAYA ARGENTARIA | ES |
| ORLEN | PL |
| Agnico-Eagle Mines Ltd. | CA |
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Low
High
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