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
SAGXMFP
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0512260503
Last Value
200.79
-1.00 (-0.50%)
As of CET
Week to Week Change
-2.82%
52 Week Change
-3.00%
Year to Date Change
3.63%
Daily Low
200.5
Daily High
202.11
52 Week Low
180.48 — 30 Sep 2022
52 Week High
211.13 — 28 Jul 2023
Top 10 Components
| STELLANTIS | Automobiles and Parts | IT |
| 3I GROUP PLC. | Financial Services | GB |
| NIPPON STEEL | Basic Resources | JP |
| ORANGE | Telecommunications | FR |
| BMW | Automobiles and Parts | DE |
| Fairfax Financial Holdings Ltd | Insurance | CA |
| UNICREDIT | Banks | IT |
| Marubeni Corp. | Industrial Goods and Services | JP |
| GRP SOCIETE GENERALE | Banks | FR |
| NOVO NORDISK B | Health Care | DK |
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Low
High
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