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
211.01
+0.28 (+0.13%)
As of
CETWeek to Week Change
2.14%
52 Week Change
24.26%
Year to Date Change
15.58%
Daily Low
210.63
Daily High
212.11
52 Week Low
159.99 — 4 Oct 2023
52 Week High
214.49 — 4 Apr 2024
Top 10 Components
UNICREDIT | IT |
ROLLS ROYCE HLDG | GB |
NOVO NORDISK B | DK |
Disco Corp. | JP |
BCO BILBAO VIZCAYA ARGENTARIA | ES |
RHEINMETALL | DE |
HERMES INTERNATIONAL | FR |
PUBLICIS GRP | FR |
Mitsubishi UFJ Financial Group | JP |
Cameco Corp. | CA |
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Low
High
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