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
00:00-22:15 CET
ISIN
CH0512259422
Last Value
220.26
+1.97 (+0.90%)
As of CET
Week to Week Change
1.15%
52 Week Change
29.76%
Year to Date Change
20.64%
Daily Low
217.96
Daily High
220.29
52 Week Low
159.99 — 4 Oct 2023
52 Week High
219.73 — 4 Jul 2024
Top 10 Components
| ROLLS ROYCE HLDG | GB |
| UNICREDIT | IT |
| NOVO NORDISK B | DK |
| Disco Corp. | JP |
| Mitsubishi Heavy Industries Lt | JP |
| Mitsubishi UFJ Financial Group | JP |
| RHEINMETALL | DE |
| BCO BILBAO VIZCAYA ARGENTARIA | ES |
| Sumitomo Mitsui Financial Grou | JP |
| HERMES INTERNATIONAL | FR |
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Low
High
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