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
SAGXMOP
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512259174
Last Value
274.62
+0.04 (+0.01%)
As of
CETWeek to Week Change
-1.29%
52 Week Change
25.45%
Year to Date Change
24.31%
Daily Low
274.02
Daily High
274.94
52 Week Low
218.9 — 26 Dec 2023
52 Week High
283.3 — 6 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 |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$675.17
+1.88
1Y Return
17.77%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€510.67
+3.05
1Y Return
6.72%
1Y Volatility
0.10%
STOXX® USA 500 - USD (Price Return)
$456.07
-2.09
1Y Return
24.65%
1Y Volatility
0.13%
STOXX® Global Total Market - USD (Gross Return)
$338.03
-0.79
1Y Return
17.68%
1Y Volatility
0.11%
STOXX® World AC All Cap - USD (Gross Return)
$10775.4
-26.36
1Y Return
17.72%
1Y Volatility
0.11%