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
00:00-22:15 CET
ISIN
CH0512259174
Last Value
210.49
-1.86 (-0.88%)
As of CET
Week to Week Change
-2.16%
52 Week Change
14.81%
Year to Date Change
6.89%
Daily Low
209.9
Daily High
212.32
52 Week Low
179.93 — 30 Sep 2022
52 Week High
215.14 — 18 Sep 2023
Top 10 Components
| UNICREDIT | Banks | IT |
| NOVO NORDISK B | Health Care | DK |
| BCO BILBAO VIZCAYA ARGENTARIA | Banks | ES |
| ROLLS ROYCE HLDG | Industrial Goods and Services | GB |
| HERMES INTERNATIONAL | Consumer Products and Services | FR |
| Mitsubishi UFJ Financial Group | Banks | JP |
| PUBLICIS GRP | Media | FR |
| Sumitomo Mitsui Financial Grou | Banks | JP |
| Disco Corp. | Technology | JP |
| Mizuho Financial Group Inc. | Banks | JP |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€278.06
+0.05
1Y Return
11.43%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor
€577.8
+2.14
1Y Return
5.69%
1Y Volatility
0.18%
STOXX® Global 1800 Ax Momentum
$273.85
-0.80
1Y Return
17.35%
1Y Volatility
0.15%
STOXX® Global 1800 ESG-X Ax Momentum
$271.21
-3.49
1Y Return
8.50%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size
€177.93
-1.21
1Y Return
12.03%
1Y Volatility
0.15%