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
SAGXMOL
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512259422
Last Value
216.8
-1.27 (-0.58%)
As of
CETWeek to Week Change
0.72%
52 Week Change
18.75%
Year to Date Change
18.75%
Daily Low
215.94
Daily High
218.16
52 Week Low
180.44 — 3 Jan 2024
52 Week High
226.54 — 27 Sep 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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