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
SAP1MOGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259307
Bloomberg
SAP1MOGV INDEX
Last Value
291.62
-4.67 (-1.58%)
As of CET
Week to Week Change
-3.69%
52 Week Change
21.60%
Year to Date Change
19.91%
Daily Low
291.62
Daily High
291.62
52 Week Low
214.96 — 31 Oct 2023
52 Week High
306.41 — 17 Jul 2024
Top 10 Components
| Mitsubishi Heavy Industries Lt | JP |
| Hitachi Ltd. | JP |
| Disco Corp. | JP |
| ANZ GROUP | AU |
| Asics Corp. | JP |
| Origin Energy Ltd. | AU |
| Toyota Motor Corp. | JP |
| Mitsubishi UFJ Financial Group | JP |
| Itochu Corp. | JP |
| Tokio Marine Holdings Inc. | JP |
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Low
High
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